-5.5%
IP vs IWF
-2.4%
-3.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -2.4% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | +9.2% | -8.3% | +17.5% | +13.8% |
| 3M | -16.1% | -5.6% | -10.6% | -14.1% |
| 6M | +9.6% | -5.4% | +15.0% | +12.2% |
| YTD | -8.8% | -1.2% | -7.6% | -11.4% |
| 1Y | -5.5% | -2.7% | -2.9% | -7.0% |
| All | -5.5% | -2.4% | -3.2% | -7.0% |
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