+68.6%
IWF vs CNH
+32.9%
+35.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | +1.1% |
| 7D | -1.0% | +8.6% | -9.6% | -2.4% |
| 30D | -10.1% | +12.6% | -22.6% | -12.0% |
| 3M | -7.6% | +17.5% | -25.1% | -10.8% |
| 6M | -6.7% | +18.1% | -24.8% | -10.4% |
| YTD | -2.5% | +40.4% | -42.9% | -10.6% |
| 1Y | -2.1% | +34.0% | -36.1% | -9.3% |
| 3Y | +68.6% | +35.3% | +33.3% | +57.5% |
| All | +68.6% | +32.9% | +35.7% | +57.5% |
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