-1.3%
IWF vs DGX
+45.0%
-46.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.8% |
| 7D | -4.2% | +4.1% | -8.2% | -3.7% |
| 30D | -8.1% | +10.5% | -18.7% | -7.1% |
| 3M | -5.1% | +9.8% | -14.9% | -4.0% |
| 6M | -1.4% | +34.6% | -36.0% | +1.8% |
| YTD | -0.1% | +49.8% | -49.9% | +3.6% |
| 1Y | -1.3% | +46.0% | -47.3% | +2.1% |
| All | -1.3% | +45.0% | -46.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling