+691.3%
IWF vs DOC
+688.8%
+2.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.5% |
| 7D | -4.2% | +8.7% | -12.9% | -6.6% |
| 30D | -8.1% | +7.6% | -15.8% | -10.3% |
| 3M | -5.1% | -5.3% | +0.2% | -3.8% |
| 6M | -1.4% | +27.6% | -29.0% | -9.4% |
| YTD | -0.1% | +32.4% | -32.5% | -9.5% |
| 1Y | -1.3% | +22.9% | -24.1% | -8.6% |
| 3Y | +74.7% | +43.1% | +31.6% | +51.6% |
| 5Y | +59.3% | -21.4% | +80.6% | +64.7% |
| 10Y | +412.4% | +16.8% | +395.6% | +346.7% |
| All | +691.3% | +688.8% | +2.5% | +204.3% |
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 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