+147.3%
IBM vs IWF
+383.8%
-236.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +1.6% | +2.8% | -1.2% | -0.1% |
| 30D | +9.2% | -7.5% | +16.7% | +14.0% |
| 3M | +4.9% | -8.5% | +13.4% | +10.1% |
| 6M | +16.8% | -7.4% | +24.2% | +21.1% |
| YTD | -14.3% | -2.6% | -11.6% | -13.7% |
| 1Y | -16.7% | -1.8% | -14.9% | -16.6% |
| 3Y | +82.2% | +65.5% | +16.8% | +31.6% |
| 5Y | +149.9% | +55.8% | +94.1% | +84.4% |
| All | +147.3% | +383.8% | -236.5% | -31.2% |
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