+7.0%
IWF vs IVZ
+49.7%
-42.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.9% | -2.4% | +1.5% | -0.2% |
| 30D | -1.7% | +3.0% | -4.8% | -2.6% |
| 3M | +0.7% | +14.9% | -14.2% | -3.5% |
| 6M | +8.6% | +36.7% | -28.2% | -1.3% |
| YTD | +3.5% | +25.7% | -22.2% | -4.5% |
| 1Y | +7.0% | +47.7% | -40.7% | -5.5% |
| All | +7.0% | +49.7% | -42.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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