+23.7%
IP vs IWF
+377.5%
-353.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.5% |
| 7D | 0.0% | -2.9% | +2.9% | +2.0% |
| 30D | +9.4% | -10.9% | +20.2% | +17.8% |
| 3M | -14.1% | -8.1% | -6.0% | -9.4% |
| 6M | +9.2% | -7.5% | +16.7% | +14.3% |
| YTD | -7.5% | -3.4% | -4.2% | -6.2% |
| 1Y | -2.8% | -5.0% | +2.2% | -0.3% |
| 3Y | +21.2% | +64.0% | -42.8% | -17.3% |
| 5Y | -11.5% | +56.8% | -68.2% | -39.0% |
| 10Y | +23.7% | +381.2% | -357.5% | -70.9% |
| All | +23.7% | +377.5% | -353.8% | -70.9% |
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