+361.5%
ALL vs IWF
+422.7%
-61.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -2.3% | -0.9% | -1.3% | -1.8% |
| 30D | -0.4% | -1.7% | +1.3% | +0.3% |
| 3M | +16.0% | +0.7% | +15.4% | +15.0% |
| 6M | +24.6% | +8.6% | +16.0% | +18.5% |
| YTD | +23.7% | +3.5% | +20.1% | +20.1% |
| 1Y | +27.7% | +7.0% | +20.7% | +21.5% |
| 3Y | +150.2% | +76.3% | +73.9% | +76.3% |
| 5Y | +117.1% | +74.8% | +42.3% | +50.1% |
| All | +361.5% | +422.7% | -61.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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