+410.9%
IWF vs AR
+45.1%
+365.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +1.5% | -1.8% | +3.3% | +1.7% |
| 30D | -1.3% | +12.6% | -13.9% | -2.3% |
| 3M | +0.1% | +10.0% | -9.9% | -0.9% |
| 6M | +10.3% | +0.6% | +9.6% | +9.8% |
| YTD | +4.2% | +13.4% | -9.3% | +2.4% |
| 1Y | +9.3% | +21.7% | -12.4% | +6.6% |
| 3Y | +79.3% | +45.8% | +33.5% | +70.8% |
| 5Y | +73.8% | +144.3% | -70.5% | +57.3% |
| 10Y | +410.9% | +41.8% | +369.1% | +374.8% |
| All | +410.9% | +45.1% | +365.8% | +374.8% |
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