+612.8%
IWF vs CNH
+64.7%
+548.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -1.1% |
| 7D | +0.5% | +23.3% | -22.7% | -5.0% |
| 30D | -0.4% | +33.5% | -33.8% | -8.0% |
| 3M | -2.6% | +32.7% | -35.3% | -10.3% |
| 6M | +9.1% | +22.2% | -13.0% | +2.1% |
| YTD | +4.5% | +57.7% | -53.2% | -9.2% |
| 1Y | +10.1% | +28.0% | -17.9% | +0.9% |
| 3Y | +77.6% | +11.5% | +66.1% | +64.9% |
| 5Y | +73.7% | +11.9% | +61.9% | +57.7% |
| 10Y | +411.5% | +162.8% | +248.8% | +254.5% |
| All | +612.8% | +64.7% | +548.1% | +416.0% |
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