+410.9%
IWF vs CP
+219.6%
+191.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.5% | +2.4% | -0.9% | +0.4% |
| 30D | -1.3% | -0.5% | -0.7% | -1.1% |
| 3M | +0.1% | +1.4% | -1.3% | -0.9% |
| 6M | +10.3% | +10.3% | -0.1% | +4.5% |
| YTD | +4.2% | +24.3% | -20.1% | -7.1% |
| 1Y | +9.3% | +20.4% | -11.1% | -1.3% |
| 3Y | +79.3% | +21.8% | +57.6% | +57.7% |
| 5Y | +73.8% | +31.5% | +42.3% | +44.8% |
| 10Y | +410.9% | +223.2% | +187.7% | +176.2% |
| All | +410.9% | +219.6% | +191.3% | +176.2% |
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