+369.0%
IWF vs DOC
+14.9%
+354.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.1% | -6.3% |
| 7D | -8.9% | +6.2% | -15.1% | -10.5% |
| 30D | -14.6% | +6.5% | -21.0% | -16.3% |
| 3M | -10.8% | -6.2% | -4.6% | -9.4% |
| 6M | -8.2% | +25.6% | -33.8% | -15.3% |
| YTD | -6.5% | +32.1% | -38.6% | -15.4% |
| 1Y | -7.7% | +20.3% | -28.0% | -14.0% |
| 3Y | +63.5% | +42.7% | +20.8% | +40.9% |
| 5Y | +48.9% | -22.2% | +71.1% | +56.0% |
| All | +369.0% | +14.9% | +354.1% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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