+392.8%
IWF vs CAPR
-63.2%
+456.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.7% | +8.4% | -0.3% |
| 7D | +5.3% | +19.1% | -13.8% | +5.0% |
| 30D | -8.6% | +48.8% | -57.4% | -9.2% |
| 3M | -6.5% | +144.4% | -150.9% | -8.0% |
| 6M | -5.6% | -67.5% | +61.9% | -5.2% |
| YTD | -1.5% | -64.5% | +63.0% | -1.4% |
| 1Y | -2.8% | +74.4% | -77.3% | -7.8% |
| 3Y | +67.1% | +265.7% | -198.6% | +52.0% |
| 5Y | +57.6% | +196.0% | -138.3% | +42.2% |
| All | +392.8% | -63.2% | +456.0% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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