+73.8%
IWF vs FFIV
+92.2%
-18.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | -1.3% | -2.7% | +1.4% | -0.4% |
| 3M | +0.1% | -1.7% | +1.8% | +0.3% |
| 6M | +10.3% | +36.1% | -25.9% | -4.8% |
| YTD | +4.2% | +52.6% | -48.5% | -15.3% |
| 1Y | +9.3% | +21.5% | -12.2% | -2.0% |
| 3Y | +79.3% | +142.7% | -63.3% | +10.5% |
| 5Y | +73.8% | +92.6% | -18.8% | +17.7% |
| All | +73.8% | +92.2% | -18.4% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling