+73.4%
IWF vs IVZ
+57.9%
+15.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -1.8% | +2.5% | -4.3% | -2.8% |
| 3M | +1.5% | +17.1% | -15.6% | -4.6% |
| 6M | +7.7% | +35.1% | -27.4% | -4.4% |
| YTD | +2.7% | +24.3% | -21.6% | -6.5% |
| 1Y | +6.8% | +48.7% | -41.9% | -9.5% |
| 3Y | +76.9% | +135.6% | -58.8% | +19.6% |
| 5Y | +73.4% | +60.3% | +13.1% | +30.0% |
| All | +73.4% | +57.9% | +15.5% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling