+282.0%
FITB vs IWF
+418.7%
-136.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +1.2% |
| 7D | -1.0% | -1.7% | +0.7% | +0.5% |
| 30D | -5.5% | -1.8% | -3.7% | -4.1% |
| 3M | +4.1% | +1.5% | +2.7% | +2.1% |
| 6M | +18.7% | +7.7% | +11.0% | +10.1% |
| YTD | +18.2% | +2.7% | +15.4% | +14.0% |
| 1Y | +23.7% | +6.8% | +16.9% | +14.9% |
| 3Y | +130.8% | +76.9% | +53.9% | +32.2% |
| 5Y | +69.8% | +73.4% | -3.6% | -2.5% |
| All | +282.0% | +418.7% | -136.7% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling