+383.3%
IWF vs CF
+546.3%
-163.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -1.0% | -0.9% | -0.2% | -1.0% |
| 30D | -10.1% | +6.9% | -17.0% | -11.2% |
| 3M | -7.6% | +4.8% | -12.5% | -8.7% |
| 6M | -6.7% | +4.7% | -11.4% | -8.3% |
| YTD | -2.5% | +56.5% | -59.0% | -12.3% |
| 1Y | -2.1% | +48.4% | -50.5% | -11.0% |
| 3Y | +68.6% | +59.1% | +9.5% | +48.3% |
| 5Y | +55.8% | +109.5% | -53.7% | +24.0% |
| 10Y | +383.3% | +487.0% | -103.7% | +210.8% |
| All | +383.3% | +546.3% | -163.0% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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