+387.3%
IWF vs COO
+41.1%
+346.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | -7.5% | +14.2% | -21.7% | -12.2% |
| 3M | -8.5% | -18.2% | +9.7% | -2.3% |
| 6M | -7.4% | +5.3% | -12.8% | -11.3% |
| YTD | -2.6% | -23.6% | +20.9% | +6.0% |
| 1Y | -1.8% | -12.7% | +10.8% | +0.8% |
| 3Y | +65.5% | -24.2% | +89.6% | +71.5% |
| 5Y | +55.8% | -40.0% | +95.8% | +77.4% |
| All | +387.3% | +41.1% | +346.2% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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