+19.5%
F vs IWF
+649.6%
-630.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.9% |
| 7D | +1.6% | -5.0% | +6.5% | +6.2% |
| 30D | +2.6% | -13.2% | +15.9% | +16.7% |
| 3M | -8.8% | -9.4% | +0.6% | -0.6% |
| 6M | +4.6% | -8.6% | +13.2% | +12.6% |
| YTD | -1.9% | -5.3% | +3.4% | +1.8% |
| 1Y | -0.8% | -5.0% | +4.2% | +2.5% |
| 3Y | +43.5% | +64.6% | -21.2% | -17.0% |
| 5Y | -12.1% | +50.8% | -62.8% | -44.3% |
| 10Y | +83.6% | +385.7% | -302.1% | -67.0% |
| All | +19.5% | +649.6% | -630.1% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling