-35.2%
IFF vs WTW
+42.0%
-77.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.2% | -5.7% | +2.5% | -0.9% |
| 30D | -0.3% | -7.3% | +7.0% | +2.7% |
| 3M | +8.4% | +21.5% | -13.0% | 0.0% |
| 6M | +23.0% | +9.6% | +13.4% | +17.4% |
| YTD | +25.5% | -3.3% | +28.7% | +26.0% |
| 1Y | +29.1% | -6.1% | +35.2% | +31.5% |
| 3Y | +31.7% | +61.8% | -30.2% | -9.5% |
| All | -35.2% | +42.0% | -77.2% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling