+721.2%
IWF vs IVZ
+202.6%
+518.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| YTD | +3.7% | +24.9% | -21.3% | -4.2% |
| 1Y | +8.5% | +48.9% | -40.5% | -5.2% |
| 3Y | +78.5% | +136.8% | -58.3% | +31.7% |
| 5Y | +73.6% | +60.0% | +13.7% | +41.3% |
| 10Y | +421.3% | +63.4% | +357.9% | +282.0% |
| All | +721.2% | +202.6% | +518.5% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling