+8.5%
IWF vs IWD
+28.3%
-19.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +0.5% | -1.2% | +1.7% | +1.6% |
| 30D | -1.4% | -1.6% | +0.3% | 0.0% |
| 3M | +0.4% | +7.0% | -6.6% | -5.6% |
| 6M | +8.5% | +17.0% | -8.5% | -6.9% |
| YTD | +3.7% | +21.6% | -18.0% | -13.8% |
| 1Y | +8.5% | +28.0% | -19.5% | -13.1% |
| All | +8.5% | +28.3% | -19.9% | -13.1% |
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