+73.6%
IWF vs DG
-39.5%
+113.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | +0.5% | -4.8% | +5.4% | +0.9% |
| 30D | -1.4% | +1.8% | -3.1% | -1.5% |
| 3M | +0.4% | +14.5% | -14.0% | -0.7% |
| 6M | +8.5% | -13.6% | +22.0% | +9.3% |
| YTD | +3.7% | -4.8% | +8.5% | +3.7% |
| 1Y | +8.5% | +21.6% | -13.1% | +6.3% |
| 3Y | +78.5% | +4.5% | +74.1% | +75.8% |
| 5Y | +73.6% | -38.5% | +112.1% | +92.6% |
| All | +73.6% | -39.5% | +113.2% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling