+65.5%
IWF vs IVZ
+152.3%
-86.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.9% |
| 7D | +2.8% | +7.6% | -4.8% | +0.3% |
| 30D | -7.5% | +4.3% | -11.9% | -8.9% |
| 3M | -8.5% | -9.3% | +0.9% | -5.8% |
| 6M | -7.4% | +5.2% | -12.7% | -9.3% |
| YTD | -2.6% | +13.4% | -16.1% | -7.6% |
| 1Y | -1.8% | +25.4% | -27.2% | -9.9% |
| 3Y | +65.5% | +152.5% | -87.0% | +21.2% |
| All | +65.5% | +152.3% | -86.8% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling