+73.6%
IWF vs A
-16.2%
+89.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.1% |
| 7D | +0.5% | -4.4% | +4.9% | +2.2% |
| 30D | -1.4% | -2.7% | +1.3% | -0.5% |
| 3M | +0.4% | +7.0% | -6.6% | -2.5% |
| 6M | +8.5% | +24.6% | -16.2% | -1.7% |
| YTD | +3.7% | +7.0% | -3.3% | -0.2% |
| 1Y | +8.5% | +15.6% | -7.1% | +0.5% |
| 3Y | +78.5% | +29.9% | +48.6% | +49.3% |
| 5Y | +73.6% | -15.4% | +89.0% | +76.6% |
| All | +73.6% | -16.2% | +89.9% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling