+882.0%
IWF vs CAPR
-99.1%
+981.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.4% |
| 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% | -8.4% |
| 3Y | +64.6% | +214.7% | -150.0% | +55.0% |
| 5Y | +50.8% | +141.3% | -90.5% | +41.4% |
| 10Y | +385.7% | -67.0% | +452.7% | +343.5% |
| All | +882.0% | -99.1% | +981.1% | +774.2% |
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