+67.7%
IWF vs CART
+39.2%
+28.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -10.9% | +22.4% | -33.3% | -12.8% |
| 3M | -8.1% | +15.6% | -23.7% | -9.7% |
| 6M | -7.5% | +44.9% | -52.4% | -11.6% |
| YTD | -3.4% | +30.0% | -33.4% | -6.8% |
| 1Y | -5.0% | +56.6% | -61.6% | -10.6% |
| 3Y | +64.0% | +131.9% | -67.9% | +47.2% |
| All | +67.7% | +39.2% | +28.4% | +50.7% |
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