+410.9%
IWF vs FIVE
+475.1%
-64.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +1.5% | +3.7% | -2.2% | +0.6% |
| 30D | -1.3% | +4.0% | -5.2% | -2.4% |
| 3M | +0.1% | +36.2% | -36.1% | -7.2% |
| 6M | +10.3% | +18.0% | -7.8% | +4.8% |
| YTD | +4.2% | +34.9% | -30.7% | -4.2% |
| 1Y | +9.3% | +67.9% | -58.6% | -4.9% |
| 3Y | +79.3% | +57.3% | +22.0% | +48.7% |
| 5Y | +73.8% | +39.5% | +34.2% | +43.8% |
| 10Y | +410.9% | +496.4% | -85.5% | +221.4% |
| All | +410.9% | +475.1% | -64.2% | +221.4% |
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