+80.0%
IWF vs CP
+19.6%
+60.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.5% | -2.7% | +3.2% | +1.3% |
| 30D | -0.4% | +0.2% | -0.6% | -0.5% |
| 3M | -2.6% | +2.6% | -5.2% | -3.6% |
| 6M | +9.1% | +6.0% | +3.2% | +6.6% |
| YTD | +4.5% | +24.9% | -20.5% | -3.8% |
| 1Y | +10.1% | +20.1% | -10.0% | +2.7% |
| All | +80.0% | +19.6% | +60.4% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling