-5.4%
IWF vs FIVE
+12.4%
-17.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -8.3% | +17.4% | -25.7% | -8.5% |
| 3M | -5.6% | +7.0% | -12.6% | -5.7% |
| 6M | -5.4% | +20.5% | -25.9% | -5.5% |
| All | -5.4% | +12.4% | -17.9% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling