+413.4%
IWF vs DVA
+187.8%
+225.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.7% | 0.0% | -1.8% | -1.8% |
| 3M | +0.7% | -10.9% | +11.6% | +2.0% |
| 6M | +8.6% | +17.3% | -8.7% | +4.2% |
| YTD | +3.5% | +59.8% | -56.3% | -7.1% |
| 1Y | +7.0% | +36.3% | -29.2% | -1.0% |
| 3Y | +76.3% | +88.6% | -12.3% | +48.1% |
| 5Y | +74.8% | +47.5% | +27.2% | +51.5% |
| All | +413.4% | +187.8% | +225.6% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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