+75.1%
IWF vs NYT
+38.8%
+36.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -1.7% | +4.6% | -6.3% | -2.9% |
| 3M | +0.7% | -9.6% | +10.2% | +2.7% |
| 6M | +8.6% | -14.0% | +22.6% | +11.9% |
| YTD | +3.5% | -2.8% | +6.4% | +2.6% |
| 1Y | +7.0% | +15.6% | -8.6% | +0.2% |
| 3Y | +76.3% | +56.3% | +20.0% | +45.8% |
| All | +75.1% | +38.8% | +36.3% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling