+1,084.3%
IWF vs FTI
+2,165.1%
-1,080.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.5% | +5.3% | -4.7% | -0.6% |
| 30D | -0.4% | +15.3% | -15.7% | -3.6% |
| 3M | -2.6% | +15.8% | -18.4% | -6.1% |
| 6M | +9.1% | +22.6% | -13.4% | +3.5% |
| YTD | +4.5% | +79.5% | -75.1% | -9.3% |
| 1Y | +10.1% | +102.0% | -91.9% | -7.2% |
| 3Y | +77.6% | +315.8% | -238.2% | +24.5% |
| 5Y | +73.7% | +1,129.5% | -1,055.8% | -9.7% |
| 10Y | +411.5% | +320.9% | +90.6% | +196.7% |
| All | +1,084.3% | +2,165.1% | -1,080.8% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling