+436.7%
IWF vs FTV
+90.8%
+345.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.5% | -4.5% | +5.0% | +2.7% |
| 30D | -0.4% | -7.1% | +6.7% | +3.0% |
| 3M | -2.6% | -7.2% | +4.6% | +0.3% |
| 6M | +9.1% | -1.5% | +10.7% | +8.9% |
| YTD | +4.5% | +3.5% | +1.0% | +0.8% |
| 1Y | +10.1% | +20.3% | -10.3% | -2.0% |
| 3Y | +77.6% | -3.1% | +80.8% | +73.7% |
| 5Y | +73.7% | +2.3% | +71.4% | +62.4% |
| 10Y | +411.5% | +76.3% | +335.2% | +281.9% |
| All | +436.7% | +90.8% | +345.9% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling