+53.9%
F vs IWF
+73.7%
-19.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +0.5% | +4.8% | +4.9% |
| 30D | +4.6% | -0.4% | +5.0% | +4.9% |
| 3M | -3.7% | -2.6% | -1.1% | -1.9% |
| 6M | +16.8% | +9.1% | +7.7% | +8.2% |
| YTD | +15.3% | +4.5% | +10.8% | +10.7% |
| 1Y | +31.0% | +10.1% | +20.9% | +19.9% |
| 3Y | +45.4% | +77.6% | -32.2% | -18.7% |
| All | +53.9% | +73.7% | -19.8% | -14.4% |
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