+739.0%
IWF vs FIVE
+862.5%
-123.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -8.3% | +17.4% | -25.7% | -11.3% |
| 3M | -5.6% | +7.0% | -12.6% | -7.2% |
| 6M | -5.4% | +20.5% | -25.9% | -9.8% |
| YTD | -1.2% | +33.1% | -34.3% | -8.1% |
| 1Y | -2.7% | +67.1% | -69.7% | -13.7% |
| 3Y | +67.8% | +41.9% | +25.9% | +45.3% |
| 5Y | +60.1% | +21.1% | +39.0% | +39.3% |
| 10Y | +392.2% | +518.8% | -126.6% | +216.5% |
| All | +739.0% | +862.5% | -123.5% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling