+37.6%
ITW vs IWF
+73.7%
-36.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | -8.3% | -1.7% | -6.6% | -7.6% |
| 3M | +6.0% | +0.7% | +5.4% | +5.3% |
| 6M | 0.0% | +8.6% | -8.6% | -4.7% |
| YTD | +10.2% | +3.5% | +6.7% | +7.5% |
| 1Y | +3.2% | +7.0% | -3.8% | -1.5% |
| 3Y | +21.0% | +76.3% | -55.4% | -15.2% |
| All | +37.6% | +73.7% | -36.1% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling