+73.8%
IWF vs COMP
-31.2%
+105.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +0.5% | +1.4% | -0.8% | +0.4% |
| 30D | -0.4% | -13.3% | +12.9% | +1.2% |
| 3M | -2.6% | +41.1% | -43.7% | -7.0% |
| 6M | +9.1% | +17.2% | -8.0% | +5.6% |
| YTD | +4.5% | +5.2% | -0.7% | +1.9% |
| 1Y | +10.1% | +18.9% | -8.8% | +5.2% |
| 3Y | +77.6% | +215.9% | -138.3% | +43.0% |
| All | +73.8% | -31.2% | +105.0% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling