+79.3%
IWF vs A
+29.5%
+49.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.4% |
| 7D | +1.5% | -2.1% | +3.5% | +2.0% |
| 30D | -1.3% | +0.6% | -1.9% | -1.5% |
| 3M | +0.1% | +10.9% | -10.8% | -2.8% |
| 6M | +10.3% | +28.2% | -17.9% | +2.3% |
| YTD | +4.2% | +8.6% | -4.4% | +1.3% |
| 1Y | +9.3% | +15.5% | -6.2% | +3.9% |
| 3Y | +79.3% | +31.8% | +47.5% | +62.8% |
| All | +79.3% | +29.5% | +49.8% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling