+413.4%
IWF vs OMC
+34.2%
+379.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.9% | -4.4% | +3.4% | +0.4% |
| 30D | -1.7% | -7.6% | +5.9% | +0.4% |
| 3M | +0.7% | +4.5% | -3.9% | -1.4% |
| 6M | +8.6% | -0.3% | +8.8% | +7.6% |
| YTD | +3.5% | -0.1% | +3.6% | +1.7% |
| 1Y | +7.0% | +4.6% | +2.4% | +3.0% |
| 3Y | +76.3% | +10.5% | +65.9% | +63.1% |
| 5Y | +74.8% | +31.7% | +43.0% | +49.7% |
| All | +413.4% | +34.2% | +379.2% | +317.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling