+35.0%
IFF vs WTW
+3.0%
+32.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -1.8% | -2.6% | +0.8% | -1.7% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | +18.5% | +29.9% | -11.4% | +17.9% |
| 6M | +11.7% | +10.7% | +1.0% | +12.8% |
| YTD | +29.6% | +2.6% | +27.0% | +32.2% |
| 1Y | +35.0% | +2.8% | +32.2% | +35.8% |
| All | +35.0% | +3.0% | +32.0% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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