+409.4%
IWF vs FFIV
+238.2%
+171.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -1.7% | +1.6% | -3.3% | -2.4% |
| 30D | -1.8% | -3.7% | +1.9% | -0.6% |
| 3M | +1.5% | +2.0% | -0.5% | +0.1% |
| 6M | +7.7% | +39.3% | -31.6% | -7.2% |
| YTD | +2.7% | +56.1% | -53.4% | -16.2% |
| 1Y | +6.8% | +22.0% | -15.2% | -4.1% |
| 3Y | +76.9% | +148.2% | -71.3% | +14.6% |
| 5Y | +73.4% | +96.3% | -22.9% | +21.6% |
| All | +409.4% | +238.2% | +171.3% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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