+73.4%
IWF vs FTI
+1,109.5%
-1,036.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.4% |
| 7D | -1.7% | -5.6% | +3.9% | -0.7% |
| 30D | -1.8% | +0.4% | -2.3% | -1.9% |
| 3M | +1.5% | +8.1% | -6.7% | -0.2% |
| 6M | +7.7% | +16.7% | -9.0% | +4.1% |
| YTD | +2.7% | +70.0% | -67.3% | -7.5% |
| 1Y | +6.8% | +85.4% | -78.7% | -5.7% |
| 3Y | +76.9% | +265.9% | -189.1% | +37.0% |
| 5Y | +73.4% | +1,072.7% | -999.4% | +6.3% |
| All | +73.4% | +1,109.5% | -1,036.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling