+671.9%
IWF vs FFIV
+1,891.8%
-1,219.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.6% |
| 30D | -10.1% | -33.8% | +23.7% | -3.4% |
| 3M | -7.6% | -20.6% | +13.0% | -4.2% |
| 6M | -6.7% | -10.2% | +3.5% | -5.6% |
| YTD | -2.5% | +24.5% | -27.0% | -7.7% |
| 1Y | -2.1% | +29.3% | -31.4% | -8.0% |
| 3Y | +68.6% | +103.8% | -35.1% | +44.8% |
| 5Y | +55.8% | +40.9% | +14.9% | +42.6% |
| 10Y | +383.3% | +126.6% | +256.7% | +301.8% |
| All | +671.9% | +1,891.8% | -1,219.9% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling