+176.2%
IP vs IWF
+640.3%
-464.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | +1.9% |
| 7D | -5.0% | -8.9% | +3.9% | +3.1% |
| 30D | +6.5% | -14.6% | +21.1% | +22.3% |
| 3M | -18.0% | -10.8% | -7.2% | -9.6% |
| 6M | +10.3% | -8.2% | +18.5% | +17.9% |
| YTD | -9.9% | -6.5% | -3.4% | -5.7% |
| 1Y | -1.1% | -7.7% | +6.6% | +4.6% |
| 3Y | +13.0% | +63.5% | -50.5% | -32.7% |
| 5Y | -12.3% | +48.9% | -61.2% | -45.4% |
| 10Y | +26.8% | +379.7% | -352.8% | -77.9% |
| All | +176.2% | +640.3% | -464.1% | -77.4% |
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 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