+65.5%
IWF vs COMP
+423.6%
-358.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -7.5% | +16.6% | -24.1% | -9.1% |
| 3M | -8.5% | -23.5% | +15.0% | -6.4% |
| 6M | -7.4% | +25.7% | -33.2% | -10.1% |
| YTD | -2.6% | -3.4% | +0.8% | -4.1% |
| 1Y | -1.8% | +7.6% | -9.4% | -4.3% |
| 3Y | +65.5% | +423.6% | -358.1% | +43.9% |
| All | +65.5% | +423.6% | -358.1% | +43.9% |
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