+50.7%
IWF vs CAPR
+142.6%
-91.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +1.2% |
| 7D | -5.0% | +41.1% | -46.0% | -5.3% |
| 30D | -13.2% | +11.1% | -24.3% | -13.3% |
| 3M | -9.4% | +115.3% | -124.7% | -10.2% |
| 6M | -8.6% | -73.8% | +65.3% | -8.1% |
| YTD | -5.3% | -68.8% | +63.5% | -5.0% |
| 1Y | -5.0% | +43.3% | -48.3% | -8.0% |
| 3Y | +64.6% | +214.7% | -150.0% | +42.6% |
| All | +50.7% | +142.6% | -91.9% | +24.3% |
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