+71.5%
IWF vs CART
+40.2%
+31.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -8.3% | +23.1% | -31.3% | -10.3% |
| 3M | -5.6% | +19.2% | -24.8% | -7.5% |
| 6M | -5.4% | +45.7% | -51.1% | -9.6% |
| YTD | -1.2% | +30.9% | -32.1% | -4.7% |
| 1Y | -2.6% | +50.2% | -52.8% | -7.8% |
| 3Y | +67.8% | +133.5% | -65.8% | +50.4% |
| All | +71.5% | +40.2% | +31.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling