-5.6%
IWF vs Q
+75.8%
-81.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.9% | +4.0% | -6.9% | -3.7% |
| 30D | -10.9% | -2.3% | -8.5% | -10.7% |
| 3M | -8.1% | -7.9% | -0.2% | -7.1% |
| 6M | -7.5% | -16.0% | +8.4% | -6.0% |
| YTD | -3.4% | +51.7% | -55.1% | -12.4% |
| 1Y | -5.0% | +28.3% | -33.3% | -11.1% |
| All | -5.6% | +75.8% | -81.4% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling