+573.7%
IWF vs AR
-29.4%
+603.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.7% | +2.1% |
| 7D | -1.1% | +2.1% | -3.2% | -1.2% |
| 30D | -8.3% | +4.5% | -12.8% | -8.7% |
| 3M | -5.6% | +1.0% | -6.6% | -5.8% |
| 6M | -5.4% | +4.4% | -9.8% | -6.1% |
| YTD | -1.2% | +10.9% | -12.1% | -2.7% |
| 1Y | -2.6% | +8.6% | -11.2% | -4.1% |
| 3Y | +67.8% | +48.5% | +19.3% | +59.5% |
| 5Y | +60.1% | +95.7% | -35.7% | +46.9% |
| 10Y | +392.2% | +55.5% | +336.7% | +330.9% |
| All | +573.7% | -29.4% | +603.2% | +529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling