+351.8%
IBM vs IWF
+727.1%
-375.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | +0.3% | -0.4% | +0.7% | +0.6% |
| 3M | -21.6% | -2.6% | -19.0% | -20.7% |
| 6M | -4.7% | +9.1% | -13.8% | -11.5% |
| YTD | -19.1% | +4.5% | -23.6% | -22.2% |
| 1Y | -2.5% | +10.1% | -12.6% | -10.0% |
| 3Y | +74.2% | +77.6% | -3.5% | +9.1% |
| 5Y | +113.1% | +73.7% | +39.4% | +29.6% |
| 10Y | +133.5% | +411.5% | -278.0% | -44.4% |
| All | +351.8% | +727.1% | -375.2% | -36.2% |
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 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