-4.9%
IWF vs Q
+68.3%
-73.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | -7.5% | -2.7% | -4.9% | -7.2% |
| 3M | -8.5% | -16.9% | +8.4% | -5.6% |
| 6M | -7.4% | -26.9% | +19.4% | -3.2% |
| YTD | -2.6% | +45.2% | -47.9% | -10.9% |
| 1Y | -1.8% | +38.1% | -40.0% | -9.4% |
| All | -4.9% | +68.3% | -73.2% | -10.5% |
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