+682.7%
IWF vs COO
+1,447.6%
-764.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | -8.3% | +13.3% | -21.6% | -11.5% |
| 3M | -5.6% | -18.1% | +12.5% | -1.1% |
| 6M | -5.4% | +6.7% | -12.1% | -8.4% |
| YTD | -1.2% | -23.2% | +22.0% | +4.6% |
| 1Y | -2.7% | -12.3% | +9.6% | -0.8% |
| 3Y | +67.8% | -23.6% | +91.3% | +73.2% |
| 5Y | +60.1% | -38.7% | +98.8% | +74.6% |
| 10Y | +392.2% | +42.2% | +350.0% | +332.3% |
| All | +682.7% | +1,447.6% | -764.9% | +298.0% |
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 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