+64.6%
IWF vs COMP
+353.8%
-289.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.5% | +0.2% |
| 7D | -5.0% | +13.4% | -18.4% | -6.2% |
| 30D | -13.2% | +11.1% | -24.3% | -14.3% |
| 3M | -9.4% | -18.8% | +9.4% | -7.9% |
| 6M | -8.6% | +10.5% | -19.1% | -10.1% |
| YTD | -5.3% | -3.4% | -1.9% | -6.7% |
| 1Y | -5.0% | +19.7% | -24.7% | -8.2% |
| 3Y | +64.6% | +381.6% | -317.0% | +42.4% |
| All | +64.6% | +353.8% | -289.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling