+1,715.6%
ALL vs IWF
+727.1%
+988.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +23.6% | -2.6% | +26.2% | +24.4% |
| 6M | +22.3% | +9.1% | +13.2% | +13.0% |
| YTD | +26.5% | +4.5% | +22.0% | +20.1% |
| 1Y | +27.0% | +10.1% | +16.9% | +15.4% |
| 3Y | +149.6% | +77.6% | +71.9% | +52.5% |
| 5Y | +118.1% | +73.7% | +44.4% | +29.6% |
| 10Y | +369.0% | +411.5% | -42.6% | +8.7% |
| All | +1,715.6% | +727.1% | +988.5% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling