+20.3%
ALL vs IWF
-8.8%
+29.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.7% | -3.7% |
| 7D | -1.9% | -5.0% | +3.0% | -4.5% |
| 30D | +13.8% | -13.2% | +27.0% | +4.2% |
| 3M | -7.0% | -9.4% | +2.4% | -12.1% |
| All | +20.3% | -8.8% | +29.1% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling