-1.7%
IP vs IWF
-3.4%
+1.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.5% |
| 7D | -3.0% | -1.0% | -2.0% | -2.6% |
| 30D | +10.6% | -10.1% | +20.7% | +16.4% |
| 3M | -13.6% | -7.6% | -6.0% | -10.5% |
| 6M | +10.4% | -6.7% | +17.2% | +13.9% |
| YTD | -6.5% | -2.5% | -3.9% | -8.6% |
| All | -1.7% | -3.4% | +1.7% | -2.5% |
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