+381.2%
IWF vs AR
+52.4%
+328.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.7% |
| 7D | -2.9% | -5.8% | +2.8% | -2.4% |
| 30D | -10.9% | +4.8% | -15.7% | -11.3% |
| 3M | -8.1% | +1.5% | -9.6% | -8.4% |
| 6M | -7.5% | +4.7% | -12.2% | -8.2% |
| YTD | -3.4% | +9.2% | -12.6% | -4.8% |
| 1Y | -5.0% | +11.2% | -16.2% | -6.6% |
| 3Y | +64.0% | +46.2% | +17.8% | +56.2% |
| 5Y | +56.8% | +98.1% | -41.3% | +44.2% |
| 10Y | +381.2% | +54.5% | +326.7% | +342.5% |
| All | +381.2% | +52.4% | +328.8% | +342.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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