+671.9%
IWF vs IWD
+745.6%
-73.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.1% |
| 7D | -1.0% | +1.3% | -2.3% | -2.1% |
| 30D | -10.1% | +3.6% | -13.7% | -12.9% |
| 3M | -7.6% | +2.3% | -9.9% | -9.6% |
| 6M | -6.7% | +13.0% | -19.8% | -16.8% |
| YTD | -2.5% | +26.2% | -28.7% | -21.4% |
| 1Y | -2.1% | +30.5% | -32.5% | -23.5% |
| 3Y | +68.6% | +86.2% | -17.6% | -4.8% |
| 5Y | +55.8% | +72.9% | -17.1% | -4.6% |
| 10Y | +383.3% | +205.0% | +178.2% | +74.9% |
| All | +671.9% | +745.6% | -73.6% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling