+4,332.1%
COST vs IWF
+724.4%
+3,607.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -3.2% | +1.5% | -4.7% | -4.2% |
| 30D | -4.0% | -1.3% | -2.7% | -3.2% |
| 3M | -6.5% | +0.1% | -6.6% | -7.3% |
| 6M | -8.5% | +10.3% | -18.8% | -15.8% |
| YTD | +6.0% | +4.2% | +1.9% | +1.3% |
| 1Y | -5.8% | +9.3% | -15.1% | -13.4% |
| 3Y | +71.8% | +79.3% | -7.5% | +8.7% |
| 5Y | +106.2% | +73.8% | +32.5% | +31.6% |
| 10Y | +602.0% | +410.9% | +191.1% | +94.8% |
| All | +4,332.1% | +724.4% | +3,607.6% | +602.7% |
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 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