+72.2%
F vs IWF
+377.5%
-305.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.2% |
| 7D | -0.2% | -2.9% | +2.7% | +1.9% |
| 30D | +0.9% | -10.9% | +11.8% | +10.1% |
| 3M | -11.3% | -8.1% | -3.2% | -5.7% |
| 6M | +2.0% | -7.5% | +9.6% | +7.7% |
| YTD | -3.2% | -3.4% | +0.2% | -1.6% |
| 1Y | -3.5% | -5.0% | +1.5% | -0.5% |
| 3Y | +48.1% | +64.0% | -15.9% | -7.5% |
| 5Y | -13.5% | +56.8% | -70.3% | -44.4% |
| 10Y | +72.2% | +381.2% | -309.0% | -61.3% |
| All | +72.2% | +377.5% | -305.3% | -61.3% |
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