+6.8%
IWF vs IT
-30.3%
+37.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -0.9% |
| 7D | -1.7% | -12.7% | +11.0% | -1.3% |
| 30D | -1.8% | -8.9% | +7.0% | -1.6% |
| 3M | +1.5% | +10.1% | -8.7% | +1.4% |
| 6M | +7.7% | +7.3% | +0.4% | +7.7% |
| YTD | +2.7% | -32.4% | +35.1% | +6.9% |
| 1Y | +6.8% | -26.6% | +33.4% | +10.7% |
| All | +6.8% | -30.3% | +37.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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