-16.7%
IBM vs IWF
-3.4%
-13.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +1.6% | +2.8% | -1.2% | +0.3% |
| 30D | +9.2% | -7.5% | +16.7% | +13.0% |
| 3M | +4.9% | -8.5% | +13.4% | +8.9% |
| 6M | +16.8% | -7.4% | +24.2% | +21.7% |
| YTD | -14.3% | -2.6% | -11.6% | -14.2% |
| 1Y | -16.7% | -1.8% | -14.9% | -16.8% |
| All | -16.7% | -3.4% | -13.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling