+679.8%
IWF vs IT
+1,442.1%
-762.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +5.3% | -3.7% | +8.9% | +6.4% |
| 30D | -8.6% | -3.1% | -5.5% | -8.5% |
| 3M | -6.5% | +6.3% | -12.9% | -9.7% |
| 6M | -5.6% | +24.8% | -30.4% | -15.1% |
| YTD | -1.5% | -24.4% | +22.8% | +1.1% |
| 1Y | -2.8% | -17.1% | +14.2% | -3.2% |
| 3Y | +67.1% | -53.6% | +120.8% | +94.3% |
| 5Y | +57.6% | -42.5% | +100.1% | +69.6% |
| 10Y | +390.4% | +88.8% | +301.6% | +255.0% |
| All | +679.8% | +1,442.1% | -762.3% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling