+724.9%
IWF vs KMX
+4,745.6%
-4,020.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.6% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | -1.3% | +4.1% | -5.4% | -2.2% |
| 3M | +0.1% | +27.5% | -27.4% | -5.6% |
| 6M | +10.3% | +43.6% | -33.3% | +0.4% |
| YTD | +4.2% | +56.8% | -52.6% | -7.4% |
| 1Y | +9.3% | -1.3% | +10.6% | +5.8% |
| 3Y | +79.3% | -25.4% | +104.7% | +80.3% |
| 5Y | +73.8% | -53.9% | +127.7% | +88.5% |
| 10Y | +410.9% | +0.7% | +410.2% | +345.9% |
| All | +724.9% | +4,745.6% | -4,020.7% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KMX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling