+102.3%
INTC vs IWF
+71.2%
+31.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -4.5% |
| 7D | +9.4% | -1.7% | +11.1% | +11.7% |
| 30D | +2.7% | -1.8% | +4.5% | +5.2% |
| 3M | -6.3% | +1.5% | -7.7% | -6.2% |
| 6M | +114.5% | +7.7% | +106.7% | +103.1% |
| YTD | +171.9% | +2.7% | +169.2% | +170.8% |
| 1Y | +305.0% | +6.8% | +298.2% | +289.4% |
| 3Y | +168.3% | +76.9% | +91.5% | +56.5% |
| 5Y | +102.3% | +73.4% | +28.9% | +15.0% |
| All | +102.3% | +71.2% | +31.1% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling