+277.0%
IR vs IWF
+348.7%
-71.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.7% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | -15.0% | -1.4% | -13.7% | -14.1% |
| 3M | -0.4% | +0.4% | -0.9% | -1.2% |
| 6M | -15.0% | +8.5% | -23.5% | -21.2% |
| YTD | -7.1% | +3.7% | -10.7% | -10.5% |
| 1Y | -7.5% | +8.5% | -16.0% | -14.6% |
| 3Y | +6.3% | +78.5% | -72.2% | -36.3% |
| 5Y | +37.3% | +73.6% | -36.3% | -16.5% |
| All | +277.0% | +348.7% | -71.6% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling