+902.0%
IWF vs CAPR
-99.1%
+1,001.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.9% | +9.1% | -0.8% |
| 7D | -2.9% | +7.6% | -10.6% | -3.0% |
| 30D | -10.9% | +13.3% | -24.1% | -11.0% |
| 3M | -8.1% | +130.4% | -138.5% | -9.1% |
| 6M | -7.5% | -70.8% | +63.3% | -7.1% |
| YTD | -3.4% | -69.3% | +65.9% | -3.1% |
| 1Y | -5.0% | +59.5% | -64.5% | -8.5% |
| 3Y | +64.0% | +216.8% | -152.8% | +54.4% |
| 5Y | +56.8% | +152.7% | -95.9% | +46.9% |
| 10Y | +381.2% | -68.2% | +449.4% | +339.5% |
| All | +902.0% | -99.1% | +1,001.1% | +792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling