+383.3%
IWF vs FIVE
+596.6%
-213.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.7% |
| 7D | -1.0% | +6.2% | -7.2% | -2.4% |
| 30D | -10.1% | +18.2% | -28.3% | -13.5% |
| 3M | -7.6% | +3.8% | -11.5% | -8.8% |
| 6M | -6.7% | +13.7% | -20.5% | -10.4% |
| YTD | -2.5% | +34.7% | -37.3% | -10.5% |
| 1Y | -2.1% | +66.6% | -68.7% | -14.5% |
| 3Y | +68.6% | +44.3% | +24.4% | +43.1% |
| 5Y | +55.8% | +18.8% | +37.1% | +34.0% |
| 10Y | +383.3% | +569.2% | -185.9% | +205.3% |
| All | +383.3% | +596.6% | -213.3% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling