+246.1%
IWF vs DOCU
+104.2%
+141.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.6% |
| 7D | -5.0% | -5.5% | +0.6% | -3.9% |
| 30D | -13.2% | +12.6% | -25.9% | -15.4% |
| 3M | -9.4% | +36.4% | -45.8% | -15.5% |
| 6M | -8.6% | +66.8% | -75.4% | -18.9% |
| YTD | -5.3% | +13.5% | -18.8% | -9.6% |
| 1Y | -5.0% | +11.3% | -16.3% | -9.1% |
| 3Y | +64.6% | +92.1% | -27.4% | +34.3% |
| 5Y | +50.8% | -71.0% | +121.8% | +64.2% |
| All | +246.1% | +104.2% | +141.8% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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