+370.4%
IBM vs IWF
+664.8%
-294.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | 0.0% |
| 7D | -2.2% | -2.9% | +0.7% | -0.2% |
| 30D | +7.7% | -10.9% | +18.5% | +16.8% |
| 3M | +3.5% | -8.1% | +11.6% | +9.6% |
| 6M | +7.2% | -7.5% | +14.7% | +12.2% |
| YTD | -15.8% | -3.4% | -12.4% | -14.6% |
| 1Y | -19.3% | -5.0% | -14.3% | -17.2% |
| 3Y | +78.0% | +64.0% | +13.9% | +17.9% |
| 5Y | +143.0% | +56.8% | +86.3% | +59.4% |
| 10Y | +139.9% | +381.2% | -241.3% | -40.7% |
| All | +370.4% | +664.8% | -294.5% | -30.0% |
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