+808.9%
IWF vs INDA
+111.6%
+697.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | +1.5% | -1.0% | +2.5% | +2.0% |
| 30D | -1.3% | -2.5% | +1.3% | 0.0% |
| 3M | +0.1% | +4.0% | -3.9% | -1.8% |
| 6M | +10.3% | -1.8% | +12.1% | +11.2% |
| YTD | +4.2% | -9.2% | +13.3% | +9.0% |
| 1Y | +9.3% | -7.2% | +16.5% | +13.1% |
| 3Y | +79.3% | +9.8% | +69.5% | +70.8% |
| 5Y | +73.8% | +7.5% | +66.3% | +67.5% |
| 10Y | +410.9% | +80.8% | +330.1% | +284.1% |
| All | +808.9% | +111.6% | +697.3% | +535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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