+105.5%
IWF vs COMP
-49.4%
+155.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +1.5% | +4.1% | -2.6% | +1.0% |
| 30D | -1.3% | -14.5% | +13.3% | +0.5% |
| 3M | +0.1% | +41.8% | -41.7% | -4.4% |
| 6M | +10.3% | +23.6% | -13.3% | +6.1% |
| YTD | +4.2% | +1.7% | +2.4% | +2.1% |
| 1Y | +9.3% | +12.6% | -3.3% | +5.3% |
| 3Y | +79.3% | +221.9% | -142.5% | +44.7% |
| 5Y | +73.8% | -28.1% | +101.9% | +53.3% |
| All | +105.5% | -49.4% | +155.0% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling