-1.3%
IWF vs AUR
-17.4%
+16.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.1% |
| 7D | -4.2% | -19.8% | +15.7% | -1.1% |
| 30D | -8.1% | -29.0% | +20.9% | -3.6% |
| 3M | -5.1% | -43.6% | +38.5% | +2.6% |
| 6M | -1.4% | -36.6% | +35.2% | +3.8% |
| YTD | -0.1% | +6.3% | -6.3% | -3.2% |
| 1Y | -1.3% | -9.0% | +7.8% | -2.8% |
| All | -1.3% | -17.4% | +16.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling