+10.1%
IWF vs IWD
+30.5%
-20.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | +0.5% | -0.3% | +0.8% | +0.8% |
| 30D | -0.4% | +0.6% | -1.0% | -0.9% |
| 3M | -2.6% | +7.2% | -9.8% | -8.5% |
| 6M | +9.1% | +16.2% | -7.1% | -5.8% |
| YTD | +4.5% | +23.3% | -18.9% | -14.1% |
| 1Y | +10.1% | +29.6% | -19.5% | -12.7% |
| All | +10.1% | +30.5% | -20.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling