+86.9%
IWF vs COMP
-52.0%
+138.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.5% | 0.0% |
| 7D | -5.0% | +13.4% | -18.4% | -6.5% |
| 30D | -13.2% | +11.1% | -24.3% | -14.5% |
| 3M | -9.4% | -18.8% | +9.4% | -7.6% |
| 6M | -8.6% | +10.5% | -19.1% | -10.6% |
| YTD | -5.3% | -3.4% | -1.9% | -6.9% |
| 1Y | -5.0% | +19.7% | -24.7% | -9.1% |
| 3Y | +64.6% | +381.6% | -317.0% | +26.0% |
| 5Y | +50.8% | -17.6% | +68.4% | +32.2% |
| All | +86.9% | -52.0% | +138.8% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling