+64.6%
IWF vs M
+100.8%
-36.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.8% | +1.9% |
| 7D | -5.0% | -4.3% | -0.7% | -4.4% |
| 30D | -13.2% | +1.3% | -14.5% | -13.4% |
| 3M | -9.4% | -7.4% | -2.1% | -8.6% |
| 6M | -8.6% | +18.3% | -26.9% | -11.4% |
| YTD | -5.3% | +7.6% | -12.9% | -7.3% |
| 1Y | -5.0% | +17.4% | -22.4% | -8.4% |
| 3Y | +64.6% | +108.4% | -43.7% | +45.2% |
| All | +64.6% | +100.8% | -36.2% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling