+26.5%
IP vs IWF
+378.8%
-352.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | 0.0% |
| 7D | -5.1% | -5.0% | -0.1% | -1.9% |
| 30D | +8.5% | -13.2% | +21.7% | +18.9% |
| 3M | -13.8% | -9.4% | -4.4% | -8.3% |
| 6M | +5.7% | -8.6% | +14.3% | +11.5% |
| YTD | -9.1% | -5.3% | -3.8% | -6.6% |
| 1Y | -0.8% | -5.0% | +4.2% | +1.6% |
| 3Y | +14.8% | +64.6% | -49.8% | -22.0% |
| 5Y | -11.5% | +50.8% | -62.3% | -37.3% |
| All | +26.5% | +378.8% | -352.3% | -69.6% |
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 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