+26.8%
IP vs IWF
+391.9%
-365.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +0.9% |
| 7D | -3.0% | -1.0% | -2.0% | -2.4% |
| 30D | +10.6% | -10.1% | +20.7% | +18.4% |
| 3M | -13.6% | -7.6% | -6.0% | -9.2% |
| 6M | +10.4% | -6.7% | +17.2% | +14.9% |
| YTD | -6.5% | -2.5% | -3.9% | -5.7% |
| 1Y | -2.1% | -2.1% | -0.1% | -1.8% |
| 3Y | +22.0% | +68.6% | -46.6% | -18.4% |
| 5Y | -9.7% | +55.8% | -65.5% | -37.4% |
| 10Y | +26.8% | +383.3% | -356.5% | -69.9% |
| All | +26.8% | +391.9% | -365.1% | -69.9% |
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