+144.5%
IBM vs IWF
+412.6%
-268.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.6% |
| 7D | +3.6% | +0.5% | +3.0% | +3.2% |
| 30D | +1.5% | -1.4% | +2.9% | +2.4% |
| 3M | -12.9% | +0.4% | -13.4% | -13.7% |
| 6M | -3.9% | +8.5% | -12.4% | -8.9% |
| YTD | -17.3% | +3.7% | -21.0% | -19.4% |
| 1Y | -5.0% | +8.5% | -13.5% | -9.9% |
| 3Y | +78.2% | +78.5% | -0.3% | +23.4% |
| 5Y | +120.6% | +73.6% | +47.0% | +51.8% |
| 10Y | +144.5% | +421.3% | -276.8% | -32.1% |
| All | +144.5% | +412.6% | -268.1% | -32.1% |
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 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