+721.2%
IWF vs AU
+832.2%
-111.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | -1.4% | +12.3% | -13.7% | -2.4% |
| 3M | +0.4% | +29.4% | -28.9% | -1.8% |
| 6M | +8.5% | +3.2% | +5.2% | +7.5% |
| YTD | +3.7% | +31.8% | -28.1% | +0.6% |
| 1Y | +8.5% | +83.4% | -74.9% | +2.3% |
| 3Y | +78.5% | +623.1% | -544.6% | +49.2% |
| 5Y | +73.6% | +700.5% | -626.9% | +41.9% |
| 10Y | +421.3% | +717.6% | -296.3% | +308.1% |
| All | +721.2% | +832.2% | -111.0% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling