+387.3%
IWF vs M
-7.1%
+394.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +2.8% | +7.0% | -4.2% | +1.8% |
| 30D | -7.5% | +8.9% | -16.5% | -8.8% |
| 3M | -8.5% | +4.5% | -13.0% | -9.3% |
| 6M | -7.4% | +36.2% | -43.6% | -11.8% |
| YTD | -2.6% | +15.1% | -17.8% | -5.5% |
| 1Y | -1.8% | +27.4% | -29.3% | -6.2% |
| 3Y | +65.5% | +160.1% | -94.7% | +39.1% |
| 5Y | +55.8% | -1.6% | +57.4% | +44.0% |
| All | +387.3% | -7.1% | +394.4% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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