+671.1%
IWF vs IVZ
+174.8%
+496.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.8% |
| 7D | +2.8% | +7.6% | -4.8% | +0.5% |
| 30D | -7.5% | +4.3% | -11.9% | -8.8% |
| 3M | -8.5% | -9.3% | +0.9% | -5.9% |
| 6M | -7.4% | +5.2% | -12.7% | -9.3% |
| YTD | -2.6% | +13.4% | -16.1% | -7.4% |
| 1Y | -1.8% | +25.4% | -27.2% | -9.6% |
| 3Y | +65.5% | +152.5% | -87.0% | +19.7% |
| 5Y | +55.8% | +36.7% | +19.1% | +33.4% |
| 10Y | +384.9% | +45.0% | +339.9% | +268.7% |
| All | +671.1% | +174.8% | +496.3% | +304.0% |
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 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