+268.2%
B vs IWF
+727.1%
-458.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +9.4% | -0.4% | +9.8% | +9.6% |
| 3M | +5.0% | -2.6% | +7.6% | +6.0% |
| 6M | -3.5% | +9.1% | -12.7% | -5.9% |
| YTD | +4.5% | +4.5% | 0.0% | +3.3% |
| 1Y | +67.8% | +10.1% | +57.7% | +63.5% |
| 3Y | +196.7% | +77.6% | +119.1% | +148.5% |
| 5Y | +151.9% | +73.7% | +78.2% | +109.2% |
| 10Y | +202.2% | +411.5% | -209.4% | +78.5% |
| All | +268.2% | +727.1% | -458.8% | +49.8% |
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 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