+64.6%
IWF vs IWD
+78.7%
-14.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | -5.0% | -0.5% | -4.5% | -4.5% |
| 30D | -13.2% | +2.7% | -15.9% | -15.4% |
| 3M | -9.4% | +0.9% | -10.3% | -10.2% |
| 6M | -8.6% | +10.5% | -19.1% | -17.5% |
| YTD | -5.3% | +23.7% | -29.0% | -23.9% |
| 1Y | -5.0% | +28.7% | -33.7% | -26.8% |
| 3Y | +64.6% | +79.7% | -15.1% | -3.0% |
| All | +64.6% | +78.7% | -14.1% | -3.0% |
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 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