+73.8%
IWF vs COO
-39.5%
+113.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.6% |
| 7D | +1.5% | -2.3% | +3.8% | +2.2% |
| 30D | -1.3% | -8.8% | +7.5% | +1.6% |
| 3M | +0.1% | +1.3% | -1.2% | -0.9% |
| 6M | +10.3% | -11.6% | +21.8% | +14.2% |
| YTD | +4.2% | -17.4% | +21.6% | +10.4% |
| 1Y | +9.3% | -1.6% | +10.9% | +8.1% |
| 3Y | +79.3% | -22.6% | +102.0% | +85.4% |
| 5Y | +73.8% | -40.3% | +114.1% | +102.0% |
| All | +73.8% | -39.5% | +113.3% | +102.0% |
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