+727.5%
IWF vs M
+151.7%
+575.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +0.5% | +4.7% | -4.2% | -0.4% |
| 30D | -0.4% | -9.6% | +9.3% | +1.7% |
| 3M | -2.6% | +0.9% | -3.5% | -3.2% |
| 6M | +9.1% | +22.3% | -13.1% | +3.8% |
| YTD | +4.5% | +6.5% | -2.0% | +1.9% |
| 1Y | +10.1% | +38.8% | -28.7% | +1.0% |
| 3Y | +77.6% | +115.9% | -38.3% | +41.0% |
| 5Y | +73.7% | +28.6% | +45.1% | +45.2% |
| 10Y | +411.5% | -2.5% | +414.1% | +280.6% |
| All | +727.5% | +151.7% | +575.8% | +232.7% |
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