+65.5%
IWF vs FND
-39.5%
+105.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | +2.8% | -6.8% | +9.6% | +3.9% |
| 30D | -7.5% | +8.0% | -15.5% | -8.8% |
| 3M | -8.5% | -18.9% | +10.4% | -5.7% |
| 6M | -7.4% | +4.7% | -12.1% | -9.1% |
| YTD | -2.6% | -21.6% | +18.9% | -0.5% |
| 1Y | -1.8% | -22.0% | +20.2% | +0.3% |
| 3Y | +65.5% | -40.4% | +105.9% | +73.7% |
| All | +65.5% | -39.5% | +105.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling