+70.8%
IWF vs CART
+39.2%
+31.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +5.3% | +1.2% | +4.1% | +5.2% |
| 30D | -8.6% | +17.8% | -26.4% | -10.2% |
| 3M | -6.5% | +20.7% | -27.2% | -8.6% |
| 6M | -5.6% | +49.7% | -55.4% | -10.1% |
| YTD | -1.5% | +30.0% | -31.6% | -5.0% |
| 1Y | -2.8% | +48.4% | -51.2% | -7.9% |
| 3Y | +67.1% | +132.0% | -64.8% | +50.0% |
| All | +70.8% | +39.2% | +31.6% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling