+468.1%
IWF vs P
+485.4%
-17.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +0.5% | +6.5% | -6.0% | -0.9% |
| 30D | -0.4% | +18.8% | -19.2% | -4.7% |
| 3M | -2.6% | +26.7% | -29.4% | -8.6% |
| 6M | +9.1% | +62.2% | -53.0% | -4.1% |
| YTD | +4.5% | +48.5% | -44.0% | -7.1% |
| 1Y | +10.1% | +26.4% | -16.3% | -0.4% |
| 3Y | +77.6% | +159.4% | -81.8% | +28.7% |
| 5Y | +73.7% | +275.8% | -202.1% | +13.2% |
| 10Y | +411.5% | +732.0% | -320.5% | +179.7% |
| All | +468.1% | +485.4% | -17.3% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling