+727.5%
IWF vs CP
+5,396.2%
-4,668.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.5% | -2.7% | +3.2% | +1.6% |
| 30D | -0.4% | +0.2% | -0.6% | -0.5% |
| 3M | -2.6% | +2.6% | -5.2% | -3.9% |
| 6M | +9.1% | +6.0% | +3.2% | +6.1% |
| YTD | +4.5% | +24.9% | -20.5% | -5.2% |
| 1Y | +10.1% | +20.1% | -10.0% | +1.3% |
| 3Y | +77.6% | +16.4% | +61.2% | +63.2% |
| 5Y | +73.7% | +31.7% | +42.0% | +50.8% |
| 10Y | +411.5% | +223.9% | +187.7% | +208.2% |
| All | +727.5% | +5,396.2% | -4,668.6% | +79.7% |
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 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