+80.0%
IWF vs CNH
+12.3%
+67.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -0.7% |
| 7D | +0.5% | +23.3% | -22.7% | -3.2% |
| 30D | -0.4% | +33.5% | -33.8% | -5.5% |
| 3M | -2.6% | +32.7% | -35.3% | -7.8% |
| 6M | +9.1% | +22.2% | -13.0% | +4.6% |
| YTD | +4.5% | +57.7% | -53.2% | -5.5% |
| 1Y | +10.1% | +28.0% | -17.9% | +4.1% |
| All | +80.0% | +12.3% | +67.7% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling