+665.3%
IWF vs M
+176.2%
+489.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.9% | +5.0% | -7.9% | -4.0% |
| 30D | -10.9% | +10.6% | -21.5% | -12.9% |
| 3M | -8.1% | +1.6% | -9.7% | -8.8% |
| 6M | -7.5% | +30.8% | -38.4% | -13.5% |
| YTD | -3.4% | +16.9% | -20.3% | -8.0% |
| 1Y | -5.0% | +26.3% | -31.3% | -11.2% |
| 3Y | +64.0% | +158.6% | -94.6% | +25.2% |
| 5Y | +56.8% | +2.1% | +54.7% | +38.5% |
| 10Y | +381.2% | -4.3% | +385.5% | +261.9% |
| All | +665.3% | +176.2% | +489.0% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling