+727.5%
IWF vs COO
+1,611.4%
-883.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.5% | -2.2% | +2.8% | +1.1% |
| 30D | -0.4% | -7.0% | +6.6% | +1.5% |
| 3M | -2.6% | +12.2% | -14.8% | -6.2% |
| 6M | +9.1% | -15.1% | +24.3% | +13.4% |
| YTD | +4.5% | -15.1% | +19.6% | +8.5% |
| 1Y | +10.1% | +2.3% | +7.7% | +8.1% |
| 3Y | +77.6% | -23.7% | +101.3% | +84.8% |
| 5Y | +73.7% | -38.9% | +112.6% | +90.7% |
| 10Y | +411.5% | +49.9% | +361.6% | +345.0% |
| All | +727.5% | +1,611.4% | -883.9% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling