-12.3%
IP vs IWF
+55.7%
-68.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.7% |
| 7D | 0.0% | -2.9% | +2.9% | +1.5% |
| 30D | +9.4% | -10.9% | +20.2% | +15.8% |
| 3M | -14.1% | -8.1% | -6.0% | -10.5% |
| 6M | +9.2% | -7.5% | +16.7% | +13.2% |
| YTD | -7.5% | -3.4% | -4.2% | -6.5% |
| 1Y | -2.8% | -5.0% | +2.2% | -0.9% |
| 3Y | +21.2% | +64.0% | -42.8% | -8.5% |
| All | -12.3% | +55.7% | -68.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling