+423.7%
IWF vs CNH
+151.6%
+272.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | +1.2% |
| 7D | +1.5% | +8.8% | -7.3% | -1.0% |
| 30D | -1.3% | +24.7% | -25.9% | -7.7% |
| 3M | +0.1% | +27.3% | -27.2% | -7.3% |
| 6M | +10.3% | +23.2% | -12.9% | +2.3% |
| YTD | +4.2% | +48.9% | -44.8% | -9.1% |
| 1Y | +9.3% | +19.4% | -10.1% | +1.5% |
| 3Y | +79.3% | +7.8% | +71.6% | +66.9% |
| 5Y | +73.8% | +8.7% | +65.0% | +57.3% |
| All | +423.7% | +151.6% | +272.1% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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