+671.9%
IWF vs CP
+5,554.3%
-4,882.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | -1.0% | +2.8% | -3.8% | -2.1% |
| 30D | -10.1% | +11.3% | -21.4% | -13.9% |
| 3M | -7.6% | +2.9% | -10.5% | -8.9% |
| 6M | -6.7% | +9.8% | -16.5% | -10.6% |
| YTD | -2.5% | +28.5% | -31.1% | -12.7% |
| 1Y | -2.1% | +33.5% | -35.6% | -13.6% |
| 3Y | +68.6% | +31.9% | +36.7% | +47.3% |
| 5Y | +55.8% | +25.5% | +30.3% | +37.7% |
| 10Y | +383.3% | +257.6% | +125.7% | +180.5% |
| All | +671.9% | +5,554.3% | -4,882.4% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling