+21.0%
ITW vs IWF
+76.9%
-55.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -8.3% | -1.7% | -6.6% | -7.8% |
| 3M | +6.0% | +0.7% | +5.4% | +5.6% |
| 6M | 0.0% | +8.6% | -8.6% | -3.6% |
| YTD | +10.2% | +3.5% | +6.7% | +8.1% |
| 1Y | +3.2% | +7.0% | -3.8% | -0.5% |
| 3Y | +21.0% | +76.3% | -55.4% | -7.7% |
| All | +21.0% | +76.9% | -55.9% | -7.7% |
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 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