+73.4%
IWF vs OMC
+31.0%
+42.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -1.7% | -6.2% | +4.5% | 0.0% |
| 30D | -1.8% | -7.6% | +5.7% | +0.1% |
| 3M | +1.5% | +7.4% | -5.9% | -1.3% |
| 6M | +7.7% | +0.1% | +7.6% | +6.8% |
| YTD | +2.7% | +0.4% | +2.3% | +1.1% |
| 1Y | +6.8% | +7.8% | -1.0% | +1.8% |
| 3Y | +76.9% | +11.8% | +65.0% | +60.7% |
| 5Y | +73.4% | +32.5% | +40.9% | +42.0% |
| All | +73.4% | +31.0% | +42.4% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling