+10.1%
IWF vs OMC
+9.8%
+0.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.5% | -6.4% | +6.9% | +0.6% |
| 30D | -0.4% | +1.1% | -1.5% | -0.4% |
| 3M | -2.6% | +10.4% | -13.0% | -2.8% |
| 6M | +9.1% | -1.7% | +10.9% | +9.0% |
| YTD | +4.5% | +4.4% | 0.0% | +3.9% |
| 1Y | +10.1% | +8.4% | +1.6% | +9.5% |
| All | +10.1% | +9.8% | +0.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling