+50.7%
IWF vs P
+247.4%
-196.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +0.5% |
| 7D | -5.0% | -23.8% | +18.8% | +0.5% |
| 30D | -13.2% | -36.6% | +23.4% | -4.7% |
| 3M | -9.4% | +10.9% | -20.3% | -13.1% |
| 6M | -8.6% | +30.0% | -38.6% | -16.8% |
| YTD | -5.3% | +44.4% | -49.7% | -16.9% |
| 1Y | -5.0% | +3.9% | -8.9% | -11.3% |
| 3Y | +64.6% | +176.6% | -111.9% | +7.8% |
| All | +50.7% | +247.4% | -196.7% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling