+143.0%
IBM vs IWF
+55.4%
+87.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -2.2% | -2.9% | +0.7% | -1.1% |
| 30D | +7.7% | -10.9% | +18.5% | +12.7% |
| 3M | +3.5% | -8.1% | +11.6% | +6.9% |
| 6M | +7.2% | -7.5% | +14.7% | +10.2% |
| YTD | -15.8% | -3.4% | -12.4% | -15.0% |
| 1Y | -19.3% | -5.0% | -14.3% | -18.0% |
| 3Y | +78.0% | +64.0% | +13.9% | +46.4% |
| 5Y | +143.0% | +56.8% | +86.3% | +91.4% |
| All | +143.0% | +55.4% | +87.6% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling