+410.9%
IWF vs P
+712.4%
-301.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.7% |
| 7D | +1.5% | +7.8% | -6.4% | -0.3% |
| 30D | -1.3% | +12.3% | -13.6% | -4.6% |
| 3M | +0.1% | +37.1% | -37.0% | -8.2% |
| 6M | +10.3% | +66.1% | -55.8% | -4.7% |
| YTD | +4.2% | +50.9% | -46.8% | -8.7% |
| 1Y | +9.3% | +27.2% | -17.9% | -2.1% |
| 3Y | +79.3% | +158.7% | -79.3% | +25.9% |
| 5Y | +73.8% | +291.1% | -217.3% | +6.8% |
| 10Y | +410.9% | +715.0% | -304.1% | +160.2% |
| All | +410.9% | +712.4% | -301.5% | +160.2% |
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