+253.1%
IWF vs DOCU
+104.4%
+148.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -2.9% | -3.4% | +0.4% | -2.2% |
| 30D | -10.9% | +9.3% | -20.1% | -12.6% |
| 3M | -8.1% | +30.2% | -38.3% | -13.4% |
| 6M | -7.5% | +62.1% | -69.7% | -17.4% |
| YTD | -3.4% | +13.5% | -16.9% | -7.8% |
| 1Y | -5.0% | +11.5% | -16.5% | -9.2% |
| 3Y | +64.0% | +89.5% | -25.5% | +34.2% |
| 5Y | +56.8% | -69.6% | +126.4% | +69.1% |
| All | +253.1% | +104.4% | +148.7% | +148.1% |
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