+421.3%
IWF vs ARWR
+978.7%
-557.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | -0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +0.9% |
| 30D | -1.4% | -6.5% | +5.1% | -0.7% |
| 3M | +0.4% | +12.7% | -12.2% | -1.2% |
| 6M | +8.5% | +36.2% | -27.7% | +4.2% |
| YTD | +3.7% | +24.5% | -20.8% | +0.3% |
| 1Y | +8.5% | +198.0% | -189.5% | -5.5% |
| 3Y | +78.5% | +176.4% | -97.8% | +49.1% |
| 5Y | +73.6% | +26.6% | +47.1% | +52.2% |
| 10Y | +421.3% | +1,054.1% | -632.8% | +275.7% |
| All | +421.3% | +978.7% | -557.4% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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