-20.8%
IFF vs WTW
+202.7%
-223.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.2% |
| 7D | -3.4% | -3.3% | -0.1% | -2.2% |
| 30D | -0.9% | -2.4% | +1.5% | 0.0% |
| 3M | +7.2% | +23.7% | -16.5% | -1.8% |
| 6M | +21.2% | +12.6% | +8.6% | +14.3% |
| YTD | +25.2% | -0.8% | +26.0% | +23.6% |
| 1Y | +30.2% | -3.3% | +33.5% | +29.8% |
| 3Y | +29.9% | +63.8% | -33.9% | -0.8% |
| 5Y | -33.6% | +47.8% | -81.4% | -46.5% |
| 10Y | -20.8% | +204.2% | -225.0% | -48.8% |
| All | -20.8% | +202.7% | -223.5% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling