+392.8%
IWF vs AR
+57.2%
+335.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +5.3% | +6.4% | -1.1% | +4.7% |
| 30D | -8.6% | +3.1% | -11.7% | -8.9% |
| 3M | -6.5% | +3.3% | -9.8% | -6.9% |
| 6M | -5.6% | +6.6% | -12.2% | -6.5% |
| YTD | -1.5% | +12.3% | -13.9% | -3.2% |
| 1Y | -2.8% | +12.3% | -15.2% | -4.6% |
| 3Y | +67.1% | +50.4% | +16.7% | +58.8% |
| 5Y | +57.6% | +101.0% | -43.4% | +44.7% |
| All | +392.8% | +57.2% | +335.6% | +351.3% |
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