+80.0%
IWF vs P
+155.2%
-75.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +0.5% | +6.5% | -6.0% | -0.6% |
| 30D | -0.4% | +18.8% | -19.2% | -4.1% |
| 3M | -2.6% | +26.7% | -29.4% | -7.9% |
| 6M | +9.1% | +62.2% | -53.0% | -2.6% |
| YTD | +4.5% | +48.5% | -44.0% | -5.8% |
| 1Y | +10.1% | +26.4% | -16.3% | +0.6% |
| All | +80.0% | +155.2% | -75.2% | +36.4% |
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