+48.9%
IWF vs DOCU
-71.9%
+120.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.0% |
| 7D | -8.9% | -3.2% | -5.7% | -8.3% |
| 30D | -14.6% | +15.7% | -30.3% | -17.1% |
| 3M | -10.8% | +37.3% | -48.1% | -16.7% |
| 6M | -8.2% | +63.1% | -71.3% | -17.9% |
| YTD | -6.5% | +15.4% | -21.9% | -10.8% |
| 1Y | -7.7% | +11.3% | -19.0% | -11.4% |
| 3Y | +63.5% | +92.1% | -28.5% | +33.5% |
| 5Y | +48.9% | -70.5% | +119.4% | +45.7% |
| All | +48.9% | -71.9% | +120.8% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling