+413.4%
IWF vs AU
+699.0%
-285.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.9% | -4.3% | +3.3% | -0.7% |
| 30D | -1.7% | +7.3% | -9.0% | -2.3% |
| 3M | +0.7% | +26.3% | -25.7% | -1.0% |
| 6M | +8.6% | +1.8% | +6.8% | +7.8% |
| YTD | +3.5% | +26.8% | -23.3% | +1.3% |
| 1Y | +7.0% | +66.7% | -59.7% | +2.9% |
| 3Y | +76.3% | +579.1% | -502.7% | +54.8% |
| 5Y | +74.8% | +689.3% | -614.6% | +50.8% |
| All | +413.4% | +699.0% | -285.5% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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