+514.6%
IWF vs KEYS
+1,113.8%
-599.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.8% |
| 7D | -0.9% | +3.5% | -4.4% | -2.3% |
| 30D | -1.7% | -4.5% | +2.7% | -0.2% |
| 3M | +0.7% | -0.4% | +1.1% | -0.1% |
| 6M | +8.6% | +19.1% | -10.6% | -0.5% |
| YTD | +3.5% | +66.7% | -63.1% | -19.0% |
| 1Y | +7.0% | +96.5% | -89.4% | -22.4% |
| 3Y | +76.3% | +155.2% | -78.8% | +11.4% |
| 5Y | +74.8% | +88.0% | -13.2% | +23.5% |
| 10Y | +420.5% | +1,046.8% | -626.3% | +98.6% |
| All | +514.6% | +1,113.8% | -599.2% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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