+224.3%
CTVA vs IWF
+240.0%
-15.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.9% |
| 30D | +12.0% | -1.3% | +13.3% | +12.7% |
| 3M | +13.5% | +0.1% | +13.4% | +12.7% |
| 6M | +12.1% | +10.3% | +1.8% | +4.7% |
| YTD | +29.0% | +4.2% | +24.9% | +24.5% |
| 1Y | +18.9% | +9.3% | +9.5% | +11.0% |
| 3Y | +78.9% | +79.3% | -0.5% | +18.6% |
| 5Y | +105.2% | +73.8% | +31.5% | +36.8% |
| All | +224.3% | +240.0% | -15.7% | -4.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling