+24.2%
IR vs IWF
+62.3%
-38.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.4% |
| 7D | +3.7% | -5.0% | +8.7% | +7.6% |
| 30D | +7.4% | -13.2% | +20.7% | +19.4% |
| 3M | -5.9% | -9.4% | +3.5% | +1.1% |
| 6M | +5.6% | -8.6% | +14.1% | +12.1% |
| YTD | +4.8% | -5.3% | +10.1% | +7.8% |
| 1Y | +6.9% | -5.0% | +11.9% | +9.5% |
| All | +24.2% | +62.3% | -38.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling