+387.3%
IWF vs FFIV
+118.6%
+268.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | +2.8% | -0.5% | +3.4% | +3.0% |
| 30D | -7.5% | -32.4% | +24.8% | +6.3% |
| 3M | -8.5% | -25.7% | +17.2% | +0.8% |
| 6M | -7.4% | -13.5% | +6.1% | -4.7% |
| YTD | -2.6% | +21.1% | -23.8% | -14.2% |
| 1Y | -1.8% | +29.4% | -31.3% | -16.1% |
| 3Y | +65.5% | +94.9% | -29.4% | +14.7% |
| 5Y | +55.8% | +34.7% | +21.1% | +23.9% |
| All | +387.3% | +118.6% | +268.7% | +200.4% |
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