+208.6%
B vs IWF
+377.5%
-168.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -5.8% |
| 7D | +7.1% | -2.9% | +10.0% | +8.2% |
| 30D | -3.3% | -10.9% | +7.5% | +0.7% |
| 3M | -2.5% | -8.1% | +5.6% | +0.5% |
| 6M | -7.2% | -7.5% | +0.3% | -4.4% |
| YTD | -7.4% | -3.4% | -4.0% | -5.9% |
| 1Y | +16.4% | -5.0% | +21.4% | +19.0% |
| 3Y | +178.7% | +64.0% | +114.7% | +140.5% |
| 5Y | +121.7% | +56.8% | +64.9% | +89.8% |
| 10Y | +208.6% | +381.2% | -172.6% | +84.1% |
| All | +208.6% | +377.5% | -168.9% | +84.1% |
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 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