+1,046.5%
IWF vs DG
+617.0%
+429.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +5.3% | -2.5% | +7.7% | +5.7% |
| 30D | -8.6% | +7.7% | -16.3% | -10.0% |
| 3M | -6.5% | +13.1% | -19.6% | -9.0% |
| 6M | -5.6% | +32.0% | -37.7% | -11.1% |
| YTD | -1.5% | +3.3% | -4.9% | -3.2% |
| 1Y | -2.8% | +31.7% | -34.5% | -9.2% |
| 3Y | +67.1% | +21.7% | +45.5% | +51.9% |
| 5Y | +57.6% | -34.7% | +92.4% | +66.0% |
| 10Y | +390.4% | +106.7% | +283.6% | +289.1% |
| All | +1,046.5% | +617.0% | +429.4% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling