+46.0%
F vs IWF
+65.9%
-19.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -3.1% | +2.8% | -5.9% | -4.7% |
| 30D | 0.0% | -7.5% | +7.6% | +4.3% |
| 3M | -13.2% | -8.5% | -4.7% | -9.0% |
| 6M | -10.2% | -7.4% | -2.8% | -6.4% |
| YTD | -4.9% | -2.6% | -2.3% | -4.1% |
| 1Y | -6.1% | -1.8% | -4.2% | -5.7% |
| 3Y | +46.0% | +65.5% | -19.5% | -5.1% |
| All | +46.0% | +65.9% | -19.9% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling