+450.8%
IFF vs WTW
+1,102.0%
-651.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.2% | -5.7% | +2.5% | -1.3% |
| 30D | -0.3% | -7.3% | +7.0% | +2.2% |
| 3M | +8.4% | +21.5% | -13.0% | +1.4% |
| 6M | +23.0% | +9.6% | +13.4% | +18.1% |
| YTD | +25.5% | -3.3% | +28.7% | +24.9% |
| 1Y | +29.1% | -6.1% | +35.2% | +29.6% |
| 3Y | +31.7% | +61.8% | -30.2% | +7.8% |
| 5Y | -35.2% | +42.7% | -77.9% | -44.2% |
| 10Y | -20.7% | +197.2% | -218.0% | -47.2% |
| All | +450.8% | +1,102.0% | -651.2% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling