+564.9%
IWF vs CNH
+46.6%
+518.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | +0.1% |
| 7D | -1.0% | +8.6% | -9.6% | -3.1% |
| 30D | -10.1% | +12.6% | -22.6% | -13.0% |
| 3M | -7.6% | +17.5% | -25.1% | -12.3% |
| 6M | -6.7% | +18.1% | -24.8% | -12.2% |
| YTD | -2.5% | +40.4% | -42.9% | -13.2% |
| 1Y | -2.1% | +34.0% | -36.1% | -11.8% |
| 3Y | +68.6% | +35.3% | +33.3% | +47.5% |
| 5Y | +55.8% | -5.1% | +60.9% | +47.1% |
| 10Y | +383.3% | +124.0% | +259.2% | +246.4% |
| All | +564.9% | +46.6% | +518.2% | +393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling