+413.4%
IWF vs DGX
+255.3%
+158.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -1.7% | -1.2% | -0.6% | -1.4% |
| 3M | +0.7% | +15.8% | -15.1% | -4.1% |
| 6M | +8.6% | +18.2% | -9.6% | +2.5% |
| YTD | +3.5% | +37.2% | -33.7% | -7.4% |
| 1Y | +7.0% | +30.4% | -23.3% | -2.9% |
| 3Y | +76.3% | +96.7% | -20.4% | +34.7% |
| 5Y | +74.8% | +67.2% | +7.6% | +40.3% |
| All | +413.4% | +255.3% | +158.1% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling