+15.9%
IP vs IWF
+389.3%
-373.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -0.9% | +5.3% | -6.2% | -4.3% |
| 30D | +6.7% | -8.6% | +15.3% | +12.9% |
| 3M | -16.6% | -6.5% | -10.0% | -13.1% |
| 6M | +6.0% | -5.6% | +11.6% | +9.4% |
| YTD | -10.7% | -1.5% | -9.1% | -10.6% |
| 1Y | -6.7% | -2.8% | -3.8% | -5.8% |
| 3Y | +17.1% | +67.1% | -50.0% | -21.1% |
| 5Y | -14.6% | +57.6% | -72.2% | -41.2% |
| All | +15.9% | +389.3% | -373.3% | -74.1% |
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