+650.0%
IWF vs M
+154.2%
+495.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.8% | +2.2% |
| 7D | -5.0% | -4.3% | -0.7% | -4.2% |
| 30D | -13.2% | +1.3% | -14.5% | -13.6% |
| 3M | -9.4% | -7.4% | -2.1% | -8.4% |
| 6M | -8.6% | +18.3% | -26.9% | -12.6% |
| YTD | -5.3% | +7.6% | -12.9% | -8.2% |
| 1Y | -5.0% | +17.4% | -22.4% | -9.8% |
| 3Y | +64.6% | +108.4% | -43.7% | +31.5% |
| 5Y | +50.8% | -10.6% | +61.4% | +37.0% |
| 10Y | +385.7% | -3.2% | +388.9% | +261.6% |
| All | +650.0% | +154.2% | +495.8% | +199.8% |
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