+387.3%
IWF vs CP
+257.3%
+130.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +2.8% | +2.1% | +0.7% | +1.8% |
| 30D | -7.5% | +9.3% | -16.9% | -11.4% |
| 3M | -8.5% | +0.5% | -9.0% | -8.9% |
| 6M | -7.4% | +10.4% | -17.8% | -12.2% |
| YTD | -2.6% | +28.7% | -31.3% | -14.8% |
| 1Y | -1.8% | +33.2% | -35.0% | -15.6% |
| 3Y | +65.5% | +38.4% | +27.0% | +36.4% |
| 5Y | +55.8% | +26.2% | +29.7% | +32.5% |
| All | +387.3% | +257.3% | +130.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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