+65.5%
IWF vs IWD
+85.1%
-19.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | +2.8% | +2.3% | +0.5% | +0.5% |
| 30D | -7.5% | +3.6% | -11.1% | -10.7% |
| 3M | -8.5% | +2.2% | -10.6% | -10.4% |
| 6M | -7.4% | +13.0% | -20.4% | -18.2% |
| YTD | -2.6% | +26.5% | -29.2% | -23.5% |
| 1Y | -1.8% | +30.1% | -32.0% | -25.2% |
| 3Y | +65.5% | +84.9% | -19.4% | -4.3% |
| All | +65.5% | +85.1% | -19.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling