+387.3%
IWF vs FTI
+189.4%
+197.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | +2.8% | +4.3% | -1.5% | +2.1% |
| 30D | -7.5% | -4.7% | -2.9% | -6.9% |
| 3M | -8.5% | -13.5% | +5.0% | -6.5% |
| 6M | -7.4% | -8.7% | +1.3% | -6.5% |
| YTD | -2.6% | +49.0% | -51.7% | -9.6% |
| 1Y | -1.8% | +54.0% | -55.9% | -9.4% |
| 3Y | +65.5% | +211.6% | -146.2% | +34.6% |
| 5Y | +55.8% | +881.9% | -826.0% | +3.1% |
| All | +387.3% | +189.4% | +197.9% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling