+166.1%
B vs IWF
+65.2%
+100.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.2% |
| 7D | +9.6% | -5.0% | +14.6% | +12.5% |
| 30D | +3.5% | -13.2% | +16.7% | +12.2% |
| 3M | -1.6% | -9.4% | +7.9% | +4.2% |
| 6M | -1.7% | -8.6% | +6.9% | +3.8% |
| YTD | -5.3% | -5.3% | 0.0% | -2.1% |
| 1Y | +27.2% | -5.0% | +32.2% | +31.4% |
| 3Y | +166.1% | +64.6% | +101.5% | +119.6% |
| All | +166.1% | +65.2% | +100.9% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling