+86.4%
F vs IWF
+409.9%
-323.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | +1.2% | +1.5% | -0.3% | -0.1% |
| 30D | +1.2% | -1.3% | +2.5% | +2.3% |
| 3M | -5.7% | +0.1% | -5.8% | -6.2% |
| 6M | +17.9% | +10.3% | +7.7% | +8.5% |
| YTD | +10.4% | +4.2% | +6.3% | +6.4% |
| 1Y | +25.3% | +9.3% | +16.0% | +15.6% |
| 3Y | +37.5% | +79.3% | -41.9% | -19.8% |
| 5Y | +46.5% | +73.8% | -27.3% | -12.6% |
| 10Y | +86.4% | +410.9% | -324.5% | -59.1% |
| All | +86.4% | +409.9% | -323.5% | -59.1% |
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 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