+40.4%
F vs IWF
+727.1%
-686.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +0.5% | +4.8% | +4.8% |
| 30D | +4.6% | -0.4% | +5.0% | +5.0% |
| 3M | -3.7% | -2.6% | -1.1% | -1.8% |
| 6M | +16.8% | +9.1% | +7.7% | +6.8% |
| YTD | +15.3% | +4.5% | +10.8% | +9.8% |
| 1Y | +31.0% | +10.1% | +20.9% | +18.1% |
| 3Y | +45.4% | +77.6% | -32.2% | -21.3% |
| 5Y | +54.7% | +73.7% | -19.1% | -14.0% |
| 10Y | +98.2% | +411.5% | -313.3% | -65.7% |
| All | +40.4% | +727.1% | -686.6% | -89.1% |
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 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