-1.8%
IWF vs FFIV
+28.7%
-30.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.6% |
| 7D | +2.8% | -0.5% | +3.4% | +2.9% |
| 30D | -7.5% | -32.4% | +24.8% | -2.0% |
| 3M | -8.5% | -25.7% | +17.2% | -5.0% |
| 6M | -7.4% | -13.5% | +6.1% | -6.5% |
| YTD | -2.6% | +21.1% | -23.8% | -7.4% |
| 1Y | -1.8% | +29.4% | -31.3% | -7.4% |
| All | -1.8% | +28.7% | -30.6% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling