+719.8%
IWD vs IFF
+369.0%
+350.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | +8.0% | +18.6% | -10.5% | +0.4% |
| 6M | +18.2% | +17.4% | +0.8% | +8.9% |
| YTD | +22.3% | +28.5% | -6.1% | +8.2% |
| 1Y | +28.9% | +32.5% | -3.6% | +12.1% |
| 3Y | +71.5% | +34.1% | +37.5% | +44.1% |
| 5Y | +73.6% | -35.2% | +108.8% | +89.5% |
| 10Y | +194.7% | -21.1% | +215.8% | +176.2% |
| All | +719.8% | +369.0% | +350.8% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling