+392.8%
IWF vs P
+666.7%
-273.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -1.1% |
| 7D | +5.3% | +17.8% | -12.5% | +1.3% |
| 30D | -8.6% | -29.9% | +21.3% | -1.6% |
| 3M | -6.5% | -1.2% | -5.4% | -7.7% |
| 6M | -5.6% | +32.1% | -37.8% | -14.5% |
| YTD | -1.5% | +64.3% | -65.8% | -16.4% |
| 1Y | -2.8% | +24.3% | -27.1% | -13.2% |
| 3Y | +67.1% | +203.2% | -136.1% | +11.1% |
| 5Y | +57.6% | +290.4% | -232.8% | -4.6% |
| All | +392.8% | +666.7% | -273.9% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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