+64.0%
IWF vs CF
+62.9%
+1.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.8% |
| 7D | -2.9% | +4.8% | -7.7% | -2.7% |
| 30D | -10.9% | +9.7% | -20.6% | -10.7% |
| 3M | -8.1% | +1.2% | -9.3% | -8.0% |
| 6M | -7.5% | +7.4% | -14.9% | -7.5% |
| YTD | -3.4% | +60.5% | -63.9% | -8.1% |
| 1Y | -5.0% | +50.7% | -55.7% | -9.0% |
| 3Y | +64.0% | +64.8% | -0.8% | +51.3% |
| All | +64.0% | +62.9% | +1.1% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling