+105.2%
CTVA vs IWF
+71.2%
+34.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.7% | -1.7% | -3.0% | -4.1% |
| 30D | +11.1% | -1.8% | +12.9% | +11.7% |
| 3M | +13.7% | +1.5% | +12.3% | +12.7% |
| 6M | +11.2% | +7.7% | +3.5% | +7.4% |
| YTD | +26.9% | +2.7% | +24.2% | +24.8% |
| 1Y | +18.8% | +6.8% | +12.1% | +14.8% |
| 3Y | +75.9% | +76.9% | -0.9% | +36.1% |
| 5Y | +105.2% | +73.4% | +31.8% | +55.7% |
| All | +105.2% | +71.2% | +34.0% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling