+64.6%
IWF vs AR
+19.9%
+44.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -5.0% | -14.3% | +9.3% | -3.3% |
| 30D | -13.2% | +1.4% | -14.6% | -13.4% |
| 3M | -9.4% | +3.4% | -12.8% | -10.1% |
| 6M | -8.6% | -2.1% | -6.5% | -8.7% |
| YTD | -5.3% | +4.7% | -10.0% | -7.3% |
| 1Y | -5.0% | +10.6% | -15.6% | -8.1% |
| 3Y | +64.6% | +24.6% | +40.1% | +55.7% |
| All | +64.6% | +19.9% | +44.7% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling