+727.5%
IWF vs FFIV
+2,347.6%
-1,620.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.5% | -1.0% | +1.5% | +0.7% |
| 30D | -0.4% | -5.1% | +4.7% | +0.5% |
| 3M | -2.6% | -4.5% | +1.8% | -1.9% |
| 6M | +9.1% | +36.5% | -27.3% | +2.5% |
| YTD | +4.5% | +53.0% | -48.5% | -4.2% |
| 1Y | +10.1% | +24.2% | -14.1% | +4.6% |
| 3Y | +77.6% | +137.2% | -59.6% | +49.1% |
| 5Y | +73.7% | +91.8% | -18.1% | +51.1% |
| 10Y | +411.5% | +215.2% | +196.4% | +303.2% |
| All | +727.5% | +2,347.6% | -1,620.1% | +252.9% |
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