+727.5%
IWF vs ARWR
-29.0%
+756.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.5% | +1.7% | -1.1% | +0.5% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | -2.6% | +14.9% | -17.5% | -2.8% |
| 6M | +9.1% | +32.6% | -23.5% | +8.8% |
| YTD | +4.5% | +30.0% | -25.6% | +4.2% |
| 1Y | +10.1% | +208.4% | -198.3% | +8.9% |
| 3Y | +77.6% | +208.8% | -131.2% | +75.2% |
| 5Y | +73.7% | +27.8% | +45.9% | +72.0% |
| 10Y | +411.5% | +1,107.6% | -696.0% | +398.6% |
| All | +727.5% | -29.0% | +756.5% | +732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling