+199.9%
B vs IWF
+418.7%
-218.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -5.0% | -1.7% | -3.3% | -4.4% |
| 30D | +8.7% | -1.8% | +10.6% | +9.5% |
| 3M | +17.3% | +1.5% | +15.9% | +16.8% |
| 6M | -5.0% | +7.7% | -12.7% | -7.1% |
| YTD | +1.4% | +2.7% | -1.3% | +0.8% |
| 1Y | +50.5% | +6.8% | +43.7% | +48.0% |
| 3Y | +194.4% | +76.9% | +117.5% | +147.0% |
| 5Y | +156.7% | +73.4% | +83.3% | +112.1% |
| All | +199.9% | +418.7% | -218.8% | +85.2% |
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