+21.2%
IP vs IWF
+65.9%
-44.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +2.0% |
| 7D | -0.3% | +2.8% | -3.1% | -1.7% |
| 30D | +7.9% | -7.5% | +15.5% | +12.0% |
| 3M | -15.3% | -8.5% | -6.8% | -11.7% |
| 6M | +10.5% | -7.4% | +17.9% | +14.4% |
| YTD | -9.4% | -2.6% | -6.7% | -9.0% |
| 1Y | -4.6% | -1.8% | -2.8% | -4.6% |
| 3Y | +21.2% | +65.5% | -44.2% | +2.4% |
| All | +21.2% | +65.9% | -44.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling