+73.8%
IWF vs CAPR
+87.6%
-13.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | +1.5% | -9.5% | +11.0% | +1.6% |
| 30D | -1.3% | +121.5% | -122.8% | -2.1% |
| 3M | +0.1% | -65.4% | +65.5% | +0.5% |
| 6M | +10.3% | -67.5% | +77.8% | +10.7% |
| YTD | +4.2% | -68.6% | +72.8% | +4.5% |
| 1Y | +9.3% | +42.7% | -33.4% | +5.6% |
| 3Y | +79.3% | +43.4% | +36.0% | +62.4% |
| 5Y | +73.8% | +86.0% | -12.3% | +44.9% |
| All | +73.8% | +87.6% | -13.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling