+73.4%
IWF vs FND
-62.8%
+136.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -1.7% | -5.1% | +3.4% | -0.5% |
| 30D | -1.8% | -22.5% | +20.7% | +4.3% |
| 3M | +1.5% | -5.0% | +6.5% | +1.7% |
| 6M | +7.7% | -21.5% | +29.2% | +12.6% |
| YTD | +2.7% | -23.0% | +25.7% | +7.1% |
| 1Y | +6.8% | -44.9% | +51.7% | +21.2% |
| 3Y | +76.9% | -50.0% | +126.9% | +94.3% |
| 5Y | +73.4% | -63.3% | +136.7% | +97.2% |
| All | +73.4% | -62.8% | +136.2% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling