-3.5%
F vs IWF
-4.2%
+0.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | -0.2% | -2.9% | +2.7% | +1.2% |
| 30D | +0.9% | -10.9% | +11.8% | +7.8% |
| 3M | -11.3% | -8.1% | -3.2% | -7.4% |
| 6M | +2.0% | -7.5% | +9.6% | +7.5% |
| YTD | -3.2% | -3.4% | +0.2% | -2.8% |
| 1Y | -3.5% | -5.0% | +1.5% | -1.9% |
| All | -3.5% | -4.2% | +0.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling