+200.4%
IP vs IWF
+727.1%
-526.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.5% | -5.8% | -5.7% |
| 30D | -10.9% | -0.4% | -10.5% | -10.6% |
| 3M | +11.2% | -2.6% | +13.8% | +13.2% |
| 6M | -10.2% | +9.1% | -19.4% | -17.8% |
| YTD | -2.0% | +4.5% | -6.5% | -6.7% |
| 1Y | -19.1% | +10.1% | -29.2% | -26.9% |
| 3Y | +20.9% | +77.6% | -56.8% | -32.9% |
| 5Y | -17.8% | +73.7% | -91.5% | -55.7% |
| 10Y | +23.5% | +411.5% | -388.0% | -79.4% |
| All | +200.4% | +727.1% | -526.6% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling