+55.8%
IWF vs FFIV
+42.4%
+13.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.1% |
| 7D | -1.0% | -2.1% | +1.1% | -0.2% |
| 30D | -10.1% | -33.8% | +23.7% | +4.1% |
| 3M | -7.6% | -20.6% | +13.0% | -1.4% |
| 6M | -6.7% | -10.2% | +3.5% | -6.0% |
| YTD | -2.5% | +24.5% | -27.0% | -16.4% |
| 1Y | -2.1% | +29.3% | -31.4% | -17.7% |
| 3Y | +68.6% | +103.8% | -35.1% | +6.8% |
| 5Y | +55.8% | +40.9% | +14.9% | +14.6% |
| All | +55.8% | +42.4% | +13.4% | +14.6% |
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