-16.1%
IP vs IWF
+73.7%
-89.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | -10.9% | -0.4% | -10.5% | -10.7% |
| 3M | +11.2% | -2.6% | +13.8% | +12.5% |
| 6M | -10.2% | +9.1% | -19.4% | -14.4% |
| YTD | -2.0% | +4.5% | -6.5% | -4.5% |
| 1Y | -19.1% | +10.1% | -29.2% | -23.4% |
| 3Y | +20.9% | +77.6% | -56.8% | -11.7% |
| All | -16.1% | +73.7% | -89.8% | -43.7% |
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