+983.5%
IWF vs CAPR
-99.1%
+1,082.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.5% | -2.0% | +2.5% | +0.6% |
| 30D | -0.4% | +139.2% | -139.6% | -1.5% |
| 3M | -2.6% | -66.4% | +63.8% | -2.2% |
| 6M | +9.1% | -63.1% | +72.3% | +9.4% |
| YTD | +4.5% | -67.4% | +71.9% | +4.8% |
| 1Y | +10.1% | +58.2% | -48.2% | +6.0% |
| 3Y | +77.6% | +42.2% | +35.4% | +68.7% |
| 5Y | +73.7% | +87.3% | -13.5% | +63.5% |
| 10Y | +411.5% | -75.3% | +486.8% | +368.0% |
| All | +983.5% | -99.1% | +1,082.6% | +864.8% |
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