-1.3%
IWF vs FRSH
+21.1%
-22.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +0.8% |
| 7D | -4.2% | -13.8% | +9.6% | -3.3% |
| 30D | -8.1% | +0.3% | -8.4% | -8.2% |
| 3M | -5.1% | +10.1% | -15.2% | -5.7% |
| 6M | -1.4% | +47.7% | -49.1% | -4.4% |
| YTD | -0.1% | +8.2% | -8.3% | +0.2% |
| 1Y | -1.3% | +21.4% | -22.7% | -3.1% |
| All | -1.3% | +21.1% | -22.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling