+392.8%
IWF vs IWD
+202.4%
+190.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +5.3% | +1.7% | +3.6% | +3.6% |
| 30D | -8.6% | +3.2% | -11.8% | -11.3% |
| 3M | -6.5% | +2.3% | -8.8% | -8.5% |
| 6M | -5.6% | +12.9% | -18.6% | -16.2% |
| YTD | -1.5% | +26.2% | -27.8% | -21.5% |
| 1Y | -2.8% | +28.3% | -31.1% | -23.7% |
| 3Y | +67.1% | +84.4% | -17.2% | -7.3% |
| 5Y | +57.6% | +73.0% | -15.4% | -6.2% |
| All | +392.8% | +202.4% | +190.4% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling