+665.3%
IWF vs ARWR
-59.7%
+725.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.9% | -17.7% | +14.8% | -2.8% |
| 30D | -10.9% | -21.9% | +11.1% | -10.7% |
| 3M | -8.1% | -44.5% | +36.4% | -7.7% |
| 6M | -7.5% | -32.6% | +25.0% | -7.3% |
| YTD | -3.4% | -26.2% | +22.8% | -3.2% |
| 1Y | -5.0% | +23.0% | -28.0% | -5.3% |
| 3Y | +64.0% | +81.8% | -17.7% | +62.5% |
| 5Y | +56.8% | -36.0% | +92.8% | +56.1% |
| 10Y | +381.2% | +1,039.5% | -658.3% | +370.6% |
| All | +665.3% | -59.7% | +725.0% | +673.6% |
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