+51.4%
IWF vs COO
-42.2%
+93.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | -5.0% | +4.7% | -9.7% | -6.3% |
| 30D | -13.2% | +13.9% | -27.1% | -16.7% |
| 3M | -9.4% | -14.9% | +5.5% | -5.5% |
| 6M | -8.6% | +2.0% | -10.6% | -10.9% |
| YTD | -5.3% | -23.9% | +18.6% | +2.2% |
| 1Y | -5.0% | -9.6% | +4.6% | -3.9% |
| 3Y | +64.6% | -25.4% | +90.1% | +69.2% |
| All | +51.4% | -42.2% | +93.6% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling