+252.1%
INTC vs IWF
+422.7%
-170.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.7% |
| 7D | +7.5% | -0.9% | +8.4% | +8.6% |
| 30D | +2.0% | -1.7% | +3.7% | +4.3% |
| 3M | -12.0% | +0.7% | -12.7% | -11.2% |
| 6M | +114.5% | +8.6% | +106.0% | +101.3% |
| YTD | +179.0% | +3.5% | +175.5% | +175.8% |
| 1Y | +318.3% | +7.0% | +311.3% | +300.8% |
| 3Y | +171.2% | +76.3% | +94.9% | +53.5% |
| 5Y | +107.6% | +74.8% | +32.8% | +17.9% |
| All | +252.1% | +422.7% | -170.6% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling