+24.2%
IJR vs IWF
-1.6%
+25.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +2.3% | -4.2% | +6.4% | +4.5% |
| 30D | +2.8% | -8.1% | +11.0% | +7.4% |
| 3M | -4.6% | -5.1% | +0.4% | -2.2% |
| 6M | +5.7% | -1.4% | +7.1% | +5.8% |
| YTD | +19.9% | -0.1% | +20.0% | +18.0% |
| 1Y | +24.2% | -1.3% | +25.4% | +23.6% |
| All | +24.2% | -1.6% | +25.8% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling