-1.3%
IWF vs IFF
+44.8%
-46.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.6% |
| 7D | -4.2% | -3.3% | -0.9% | -4.0% |
| 30D | -8.1% | +5.3% | -13.4% | -8.6% |
| 3M | -5.1% | +8.9% | -14.0% | -5.9% |
| 6M | -1.4% | +26.3% | -27.8% | -3.7% |
| YTD | -0.1% | +32.2% | -32.3% | -3.2% |
| 1Y | -1.3% | +45.8% | -47.0% | -4.6% |
| All | -1.3% | +44.8% | -46.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling