+158.3%
FITB vs IWF
+670.6%
-512.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.3% |
| 7D | +2.8% | +2.8% | -0.1% | -0.4% |
| 30D | +9.8% | -7.5% | +17.3% | +18.5% |
| 3M | -5.2% | -8.5% | +3.3% | +3.3% |
| 6M | +17.3% | -7.4% | +24.7% | +24.7% |
| YTD | +19.3% | -2.6% | +21.9% | +19.3% |
| 1Y | +32.7% | -1.8% | +34.5% | +31.3% |
| 3Y | +141.6% | +65.5% | +76.1% | +27.9% |
| 5Y | +48.9% | +55.8% | -7.0% | -18.3% |
| 10Y | +216.5% | +384.9% | -168.3% | -57.2% |
| All | +158.3% | +670.6% | -512.3% | -84.1% |
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