+291.3%
IR vs IWF
+352.1%
-60.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | +0.5% | -3.4% | -3.2% |
| 30D | -15.1% | -0.4% | -14.7% | -14.9% |
| 3M | +6.1% | -2.6% | +8.7% | +8.0% |
| 6M | -16.8% | +9.1% | -26.0% | -23.2% |
| YTD | -3.5% | +4.5% | -8.0% | -7.8% |
| 1Y | -3.5% | +10.1% | -13.6% | -12.0% |
| 3Y | +9.5% | +77.6% | -68.2% | -34.1% |
| 5Y | +45.1% | +73.7% | -28.6% | -11.9% |
| All | +291.3% | +352.1% | -60.9% | +6.7% |
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 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