+356.2%
IWF vs FND
+66.0%
+290.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +0.5% | -5.2% | +5.8% | +1.7% |
| 30D | -0.4% | -19.9% | +19.5% | +4.7% |
| 3M | -2.6% | +2.7% | -5.3% | -4.2% |
| 6M | +9.1% | -21.7% | +30.8% | +13.9% |
| YTD | +4.5% | -17.5% | +22.0% | +7.1% |
| 1Y | +10.1% | -39.3% | +49.4% | +20.9% |
| 3Y | +77.6% | -49.8% | +127.4% | +96.0% |
| 5Y | +73.7% | -60.1% | +133.8% | +93.5% |
| All | +356.2% | +66.0% | +290.1% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling