+76.6%
IWF vs IVZ
+133.3%
-56.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +0.5% | +1.2% | -0.6% | +0.2% |
| 30D | -1.4% | +1.8% | -3.2% | -2.0% |
| 3M | +0.4% | +15.7% | -15.3% | -4.3% |
| 6M | +8.5% | +36.3% | -27.9% | -2.1% |
| YTD | +3.7% | +24.9% | -21.3% | -4.3% |
| 1Y | +8.5% | +48.9% | -40.5% | -5.7% |
| All | +76.6% | +133.3% | -56.7% | +28.3% |
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