+724.9%
IWF vs DVA
+15,062.9%
-14,338.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +1.5% | +2.2% | -0.7% | +1.0% |
| 30D | -1.3% | -2.0% | +0.8% | -0.9% |
| 3M | +0.1% | -6.3% | +6.4% | +0.8% |
| 6M | +10.3% | +19.4% | -9.2% | +4.4% |
| YTD | +4.2% | +58.5% | -54.3% | -8.4% |
| 1Y | +9.3% | +33.9% | -24.6% | -0.3% |
| 3Y | +79.3% | +88.4% | -9.1% | +46.7% |
| 5Y | +73.8% | +39.5% | +34.3% | +48.0% |
| 10Y | +410.9% | +179.5% | +231.4% | +248.7% |
| All | +724.9% | +15,062.9% | -14,338.0% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling