+392.8%
IWF vs RACE
+717.8%
-325.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | +5.3% | -4.0% | +9.3% | +7.1% |
| 30D | -8.6% | +3.5% | -12.1% | -10.0% |
| 3M | -6.5% | -0.4% | -6.1% | -6.6% |
| 6M | -5.6% | +23.2% | -28.8% | -14.4% |
| YTD | -1.5% | +11.0% | -12.5% | -7.5% |
| 1Y | -2.8% | -2.2% | -0.6% | -3.6% |
| 3Y | +67.1% | +22.5% | +44.6% | +41.5% |
| 5Y | +57.6% | +63.2% | -5.6% | +13.1% |
| All | +392.8% | +717.8% | -325.0% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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