+392.8%
IWF vs ARWR
+1,009.4%
-616.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | +5.3% | -17.9% | +23.2% | +7.4% |
| 30D | -8.6% | -18.9% | +10.3% | -6.7% |
| 3M | -6.5% | -46.0% | +39.4% | -0.4% |
| 6M | -5.6% | -40.3% | +34.7% | -1.0% |
| YTD | -1.5% | -29.0% | +27.4% | +0.8% |
| 1Y | -2.8% | +13.8% | -16.7% | -6.2% |
| 3Y | +67.1% | +74.9% | -7.7% | +45.8% |
| 5Y | +57.6% | -36.2% | +93.8% | +47.8% |
| All | +392.8% | +1,009.4% | -616.6% | +267.8% |
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