+208.8%
C vs IWF
+377.5%
-168.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | -0.4% | -2.9% | +2.6% | +2.2% |
| 30D | -5.2% | -10.9% | +5.7% | +4.8% |
| 3M | -9.1% | -8.1% | -1.0% | -2.3% |
| 6M | -1.6% | -7.5% | +6.0% | +4.8% |
| YTD | +6.9% | -3.4% | +10.3% | +9.6% |
| 1Y | +23.0% | -5.0% | +28.0% | +27.9% |
| 3Y | +216.1% | +64.0% | +152.1% | +97.9% |
| 5Y | +112.2% | +56.8% | +55.5% | +35.6% |
| 10Y | +208.8% | +381.2% | -172.4% | -40.5% |
| All | +208.8% | +377.5% | -168.7% | -40.5% |
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