+1,116.6%
IWF vs DG
+606.1%
+510.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +0.5% | +8.4% | -7.9% | -1.0% |
| 30D | -0.4% | +4.9% | -5.3% | -1.3% |
| 3M | -2.6% | +29.3% | -31.9% | -7.5% |
| 6M | +9.1% | -11.3% | +20.4% | +10.9% |
| YTD | +4.5% | +1.8% | +2.7% | +3.3% |
| 1Y | +10.1% | +25.3% | -15.2% | +4.0% |
| 3Y | +77.6% | +9.1% | +68.6% | +66.0% |
| 5Y | +73.7% | -34.9% | +108.6% | +83.4% |
| 10Y | +411.5% | +108.2% | +303.4% | +306.3% |
| All | +1,116.6% | +606.1% | +510.5% | +607.6% |
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