+1,033.6%
IWF vs DG
+614.5%
+419.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -7.5% | +3.2% | -10.8% | -8.3% |
| 3M | -8.5% | +10.4% | -18.9% | -10.5% |
| 6M | -7.4% | +33.2% | -40.6% | -12.9% |
| YTD | -2.6% | +3.0% | -5.6% | -4.3% |
| 1Y | -1.8% | +31.2% | -33.1% | -8.2% |
| 3Y | +65.5% | +21.8% | +43.6% | +50.2% |
| 5Y | +55.8% | -35.0% | +90.8% | +64.3% |
| 10Y | +384.9% | +106.0% | +278.8% | +285.0% |
| All | +1,033.6% | +614.5% | +419.1% | +555.6% |
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