+8.5%
IWF vs FRSH
+40.4%
-31.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +0.5% | -9.6% | +10.1% | +0.9% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | +0.4% | +27.2% | -26.7% | -0.9% |
| 6M | +8.5% | +42.2% | -33.7% | +5.4% |
| All | +8.5% | +40.4% | -31.9% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling