+65.5%
IWF vs P
+197.6%
-132.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +2.8% | +11.6% | -8.8% | +0.7% |
| 30D | -7.5% | -23.7% | +16.1% | -3.5% |
| 3M | -8.5% | -8.0% | -0.5% | -8.1% |
| 6M | -7.4% | +27.9% | -35.3% | -13.6% |
| YTD | -2.6% | +61.2% | -63.8% | -14.0% |
| 1Y | -1.8% | +28.6% | -30.5% | -10.8% |
| 3Y | +65.5% | +200.5% | -135.0% | +25.8% |
| All | +65.5% | +197.6% | -132.1% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling