+216.7%
CTVA vs IWF
+237.9%
-21.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -4.5% | -0.9% | -3.6% | -4.0% |
| 30D | +11.3% | -1.7% | +13.0% | +12.3% |
| 3M | +12.3% | +0.7% | +11.7% | +11.2% |
| 6M | +7.2% | +8.6% | -1.4% | +1.0% |
| YTD | +26.0% | +3.5% | +22.5% | +22.0% |
| 1Y | +16.0% | +7.0% | +9.0% | +9.8% |
| 3Y | +73.9% | +76.3% | -2.4% | +16.6% |
| 5Y | +103.8% | +74.8% | +29.0% | +34.9% |
| All | +216.7% | +237.9% | -21.2% | -6.0% |
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