+56.0%
IWF vs A
+11.8%
+44.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -7.5% | 0.0% | -7.5% | -7.5% |
| 3M | -8.5% | +16.7% | -25.2% | -13.8% |
| 6M | -7.4% | +54.8% | -62.2% | -22.5% |
| YTD | -2.6% | +28.8% | -31.4% | -12.6% |
| 1Y | -1.8% | +19.3% | -21.2% | -9.1% |
| 3Y | +65.5% | +65.5% | -0.1% | +25.5% |
| All | +56.0% | +11.8% | +44.2% | +40.4% |
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 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