+413.4%
IWF vs KMX
+11.6%
+401.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -0.9% | -3.1% | +2.2% | -0.2% |
| 30D | -1.7% | +4.4% | -6.2% | -2.8% |
| 3M | +0.7% | +18.9% | -18.2% | -4.0% |
| 6M | +8.6% | +44.3% | -35.7% | -2.3% |
| YTD | +3.5% | +58.7% | -55.2% | -9.6% |
| 1Y | +7.0% | +0.1% | +6.9% | +3.4% |
| 3Y | +76.3% | -24.4% | +100.8% | +78.2% |
| 5Y | +74.8% | -54.4% | +129.2% | +95.3% |
| All | +413.4% | +11.6% | +401.8% | +341.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling