+208.1%
C vs IWF
+65.2%
+142.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.5% |
| 7D | -2.4% | -5.0% | +2.6% | +1.6% |
| 30D | -6.0% | -13.2% | +7.2% | +5.2% |
| 3M | -10.5% | -9.4% | -1.1% | -3.4% |
| 6M | -5.7% | -8.6% | +2.9% | +0.6% |
| YTD | +4.1% | -5.3% | +9.4% | +7.8% |
| 1Y | +20.5% | -5.0% | +25.5% | +24.3% |
| 3Y | +208.1% | +64.6% | +143.5% | +131.7% |
| All | +208.1% | +65.2% | +142.9% | +131.7% |
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