+559.1%
IWF vs CNH
+40.2%
+518.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.3% |
| 7D | -2.9% | +4.5% | -7.4% | -4.1% |
| 30D | -10.9% | +7.6% | -18.5% | -12.7% |
| 3M | -8.1% | +17.0% | -25.1% | -12.7% |
| 6M | -7.5% | +12.9% | -20.5% | -12.0% |
| YTD | -3.4% | +34.3% | -37.6% | -13.0% |
| 1Y | -5.0% | +28.5% | -33.5% | -13.6% |
| 3Y | +64.0% | +31.9% | +32.2% | +44.3% |
| 5Y | +56.8% | -9.6% | +66.4% | +49.8% |
| 10Y | +381.2% | +106.3% | +274.9% | +251.3% |
| All | +559.1% | +40.2% | +518.9% | +394.6% |
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 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