+387.3%
IWF vs FTV
+109.2%
+278.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.8% | +3.9% | -1.1% | +1.0% |
| 30D | -7.5% | +18.7% | -26.2% | -14.9% |
| 3M | -8.5% | +10.0% | -18.5% | -12.8% |
| 6M | -7.4% | +14.6% | -22.0% | -14.0% |
| YTD | -2.6% | +23.4% | -26.1% | -14.0% |
| 1Y | -1.8% | +31.3% | -33.1% | -16.1% |
| 3Y | +65.5% | +39.8% | +25.7% | +34.5% |
| 5Y | +55.8% | +17.7% | +38.2% | +35.8% |
| All | +387.3% | +109.2% | +278.1% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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