+727.5%
IWF vs A
+278.3%
+449.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +0.5% | -1.9% | +2.5% | +1.2% |
| 30D | -0.4% | +6.9% | -7.3% | -2.8% |
| 3M | -2.6% | +9.2% | -11.8% | -5.9% |
| 6M | +9.1% | +25.7% | -16.5% | -0.4% |
| YTD | +4.5% | +11.5% | -7.1% | -0.8% |
| 1Y | +10.1% | +18.4% | -8.3% | +2.0% |
| 3Y | +77.6% | +26.6% | +51.0% | +57.2% |
| 5Y | +73.7% | -12.8% | +86.5% | +73.2% |
| 10Y | +411.5% | +247.2% | +164.4% | +219.6% |
| All | +727.5% | +278.3% | +449.3% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling