+713.5%
IWF vs IFF
+360.4%
+353.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -1.7% | -2.8% | +1.1% | -0.7% |
| 30D | -1.8% | -1.1% | -0.7% | -1.5% |
| 3M | +1.5% | +13.8% | -12.4% | -4.0% |
| 6M | +7.7% | +16.7% | -9.0% | -0.3% |
| YTD | +2.7% | +26.1% | -23.4% | -8.3% |
| 1Y | +6.8% | +33.5% | -26.7% | -7.2% |
| 3Y | +76.9% | +31.6% | +45.3% | +50.1% |
| 5Y | +73.4% | -34.9% | +108.3% | +89.2% |
| 10Y | +416.4% | -20.3% | +436.7% | +384.2% |
| All | +713.5% | +360.4% | +353.1% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling