+727.5%
IWF vs DOC
+699.2%
+28.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +0.5% | -1.5% | +2.0% | +1.0% |
| 30D | -0.4% | -4.8% | +4.4% | +1.0% |
| 3M | -2.6% | +6.9% | -9.5% | -4.9% |
| 6M | +9.1% | +20.7% | -11.6% | +2.1% |
| YTD | +4.5% | +34.1% | -29.7% | -5.5% |
| 1Y | +10.1% | +22.6% | -12.6% | +2.0% |
| 3Y | +77.6% | +20.8% | +56.8% | +62.4% |
| 5Y | +73.7% | -24.9% | +98.6% | +82.4% |
| 10Y | +411.5% | -1.8% | +413.4% | +370.1% |
| All | +727.5% | +699.2% | +28.4% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling