+59.3%
IWF vs DOC
-22.8%
+82.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.4% |
| 7D | -4.2% | +8.7% | -12.9% | -6.2% |
| 30D | -8.1% | +7.6% | -15.8% | -10.0% |
| 3M | -5.1% | -5.3% | +0.2% | -3.8% |
| 6M | -1.4% | +27.6% | -29.0% | -9.1% |
| YTD | -0.1% | +32.4% | -32.5% | -9.2% |
| 1Y | -1.3% | +22.9% | -24.1% | -8.2% |
| 3Y | +74.7% | +43.1% | +31.6% | +48.9% |
| 5Y | +59.3% | -21.4% | +80.6% | +82.6% |
| All | +59.3% | -22.8% | +82.1% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling