+149.0%
ALL vs IWF
+50.3%
+98.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.7% | -4.7% |
| 7D | -1.9% | -5.0% | +3.0% | -1.1% |
| 30D | +13.8% | -13.2% | +27.0% | +16.7% |
| 3M | -7.0% | -9.4% | +2.4% | -5.5% |
| 6M | +18.0% | -8.6% | +26.6% | +19.3% |
| YTD | +24.2% | -5.3% | +29.5% | +24.3% |
| 1Y | +31.2% | -5.0% | +36.2% | +31.0% |
| 3Y | +107.5% | +64.6% | +42.9% | +70.7% |
| All | +149.0% | +50.3% | +98.7% | +97.4% |
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