-4.2%
IWF vs RACE
+3.0%
-7.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.8% |
| 7D | -1.0% | +3.9% | -5.0% | -1.7% |
| 30D | -10.1% | +7.4% | -17.5% | -11.3% |
| 3M | -7.6% | +1.6% | -9.2% | -7.9% |
| 6M | -6.7% | +23.3% | -30.1% | -10.5% |
| YTD | -2.5% | +14.7% | -17.2% | -6.4% |
| All | -4.2% | +3.0% | -7.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling