+719.9%
IWF vs IDXX
+7,975.2%
-7,255.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -0.9% | -5.7% | +4.8% | +1.1% |
| 30D | -1.7% | -11.5% | +9.8% | +2.3% |
| 3M | +0.7% | -9.5% | +10.2% | +3.5% |
| 6M | +8.6% | -16.0% | +24.5% | +14.2% |
| YTD | +3.5% | -25.4% | +28.9% | +13.1% |
| 1Y | +7.0% | -21.8% | +28.8% | +14.3% |
| 3Y | +76.3% | +7.0% | +69.3% | +62.2% |
| 5Y | +74.8% | -26.0% | +100.7% | +78.5% |
| 10Y | +420.5% | +358.9% | +61.5% | +185.9% |
| All | +719.9% | +7,975.2% | -7,255.3% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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