+55.8%
IWF vs ARWR
-40.7%
+96.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.3% | +5.1% |
| 7D | -1.0% | -17.3% | +16.3% | +1.4% |
| 30D | -10.1% | -21.5% | +11.4% | -7.2% |
| 3M | -7.6% | -43.8% | +36.2% | -0.3% |
| 6M | -6.7% | -32.3% | +25.5% | -2.7% |
| YTD | -2.5% | -25.8% | +23.3% | -0.3% |
| 1Y | -2.1% | +25.5% | -27.6% | -8.3% |
| 3Y | +68.6% | +84.1% | -15.5% | +36.1% |
| 5Y | +55.8% | -39.2% | +95.0% | +45.9% |
| All | +55.8% | -40.7% | +96.5% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling