+114.8%
ALL vs IWF
+73.3%
+41.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -1.7% | +1.5% | -3.2% | -2.0% |
| 30D | -4.7% | -1.3% | -3.4% | -4.4% |
| 3M | +18.4% | +0.1% | +18.2% | +18.1% |
| 6M | +20.5% | +10.3% | +10.2% | +17.0% |
| YTD | +23.5% | +4.2% | +19.4% | +21.7% |
| 1Y | +29.0% | +9.3% | +19.7% | +25.0% |
| 3Y | +153.7% | +79.3% | +74.4% | +106.5% |
| 5Y | +114.8% | +73.8% | +41.0% | +65.5% |
| All | +114.8% | +73.3% | +41.5% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling