+76.3%
IWF vs FRSH
-46.4%
+122.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -6.6% | +5.7% | +0.1% |
| 30D | -1.7% | +2.1% | -3.8% | -2.2% |
| 3M | +0.7% | +29.0% | -28.3% | -4.0% |
| 6M | +8.6% | +48.6% | -40.1% | +0.5% |
| YTD | +3.5% | -2.9% | +6.5% | +3.1% |
| 1Y | +7.0% | -7.9% | +14.9% | +7.5% |
| 3Y | +76.3% | -46.5% | +122.9% | +89.0% |
| All | +76.3% | -46.4% | +122.7% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling