+75.1%
IWF vs AUR
-35.1%
+110.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | -1.7% | -6.4% | +4.7% | -1.2% |
| 3M | +0.7% | +7.7% | -7.0% | -0.5% |
| 6M | +8.6% | +44.5% | -35.9% | +3.2% |
| YTD | +3.5% | +67.4% | -63.9% | -3.5% |
| 1Y | +7.0% | +15.4% | -8.4% | +3.4% |
| 3Y | +76.3% | +94.8% | -18.5% | +48.6% |
| All | +75.1% | -35.1% | +110.1% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling