+409.4%
IWF vs A
+247.2%
+162.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -1.7% | -4.6% | +2.9% | +0.4% |
| 30D | -1.8% | -4.3% | +2.4% | -0.1% |
| 3M | +1.5% | +8.9% | -7.5% | -3.0% |
| 6M | +7.7% | +24.5% | -16.8% | -4.4% |
| YTD | +2.7% | +5.8% | -3.1% | -1.8% |
| 1Y | +6.8% | +16.2% | -9.5% | -3.2% |
| 3Y | +76.9% | +28.5% | +48.4% | +45.3% |
| 5Y | +73.4% | -16.3% | +89.7% | +76.4% |
| All | +409.4% | +247.2% | +162.3% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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