+10.6%
IOT vs IWF
-1.6%
+12.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | -0.5% | -4.2% | +3.7% | +2.3% |
| 30D | +1.0% | -8.1% | +9.1% | +6.8% |
| 3M | +10.9% | -5.1% | +16.0% | +14.7% |
| 6M | +39.9% | -1.4% | +41.3% | +40.3% |
| YTD | +20.8% | -0.1% | +20.9% | +23.9% |
| 1Y | +10.6% | -1.3% | +11.8% | +15.7% |
| All | +10.6% | -1.6% | +12.2% | +15.7% |
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