-3.8%
IWF vs Q
+74.5%
-78.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +5.3% | +11.5% | -6.2% | +2.8% |
| 30D | -8.6% | -0.2% | -8.4% | -8.7% |
| 3M | -6.5% | -13.6% | +7.1% | -4.4% |
| 6M | -5.6% | -27.0% | +21.4% | -1.4% |
| YTD | -1.5% | +50.5% | -52.1% | -10.6% |
| 1Y | -2.8% | +33.8% | -36.6% | -9.8% |
| All | -3.8% | +74.5% | -78.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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