-39.1%
C vs IWF
+727.1%
-766.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +0.5% | +3.1% | +2.9% |
| 30D | +0.1% | -0.4% | +0.4% | +0.5% |
| 3M | +2.4% | -2.6% | +5.0% | +5.0% |
| 6M | +24.9% | +9.1% | +15.8% | +10.9% |
| YTD | +19.8% | +4.5% | +15.3% | +12.6% |
| 1Y | +44.9% | +10.1% | +34.8% | +26.9% |
| 3Y | +263.0% | +77.6% | +185.3% | +66.9% |
| 5Y | +129.5% | +73.7% | +55.8% | +1.2% |
| 10Y | +291.6% | +411.5% | -119.9% | -64.6% |
| All | -39.1% | +727.1% | -766.2% | -97.8% |
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