+682.7%
IWF vs FFIV
+1,905.9%
-1,223.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | -1.1% | -2.9% | +1.9% | -0.5% |
| 30D | -8.3% | -32.4% | +24.1% | -1.8% |
| 3M | -5.6% | -22.7% | +17.1% | -1.6% |
| 6M | -5.4% | -10.7% | +5.3% | -4.2% |
| YTD | -1.2% | +25.4% | -26.5% | -6.5% |
| 1Y | -2.6% | +34.2% | -36.8% | -9.1% |
| 3Y | +67.8% | +101.2% | -33.4% | +44.4% |
| 5Y | +60.1% | +42.0% | +18.1% | +46.4% |
| 10Y | +392.2% | +126.7% | +265.5% | +309.2% |
| All | +682.7% | +1,905.9% | -1,223.2% | +244.4% |
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 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