+198.1%
IWD vs IFF
-20.3%
+218.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.8% | -3.2% | +2.4% | +0.2% |
| 30D | -0.8% | -0.3% | -0.6% | -0.8% |
| 3M | +6.9% | +8.4% | -1.5% | +3.8% |
| 6M | +18.3% | +23.0% | -4.7% | +9.3% |
| YTD | +22.4% | +25.5% | -3.1% | +11.9% |
| 1Y | +27.4% | +29.1% | -1.6% | +15.1% |
| 3Y | +71.2% | +31.7% | +39.5% | +49.6% |
| 5Y | +75.7% | -35.2% | +110.9% | +91.8% |
| All | +198.1% | -20.3% | +218.3% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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