+64.6%
IWF vs RACE
+28.1%
+36.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.6% |
| 7D | -5.0% | +5.1% | -10.1% | -6.1% |
| 30D | -13.2% | +7.7% | -20.9% | -14.7% |
| 3M | -9.4% | +2.2% | -11.6% | -10.0% |
| 6M | -8.6% | +23.8% | -32.3% | -13.4% |
| YTD | -5.3% | +13.9% | -19.2% | -8.9% |
| 1Y | -5.0% | +3.8% | -8.8% | -6.6% |
| 3Y | +64.6% | +28.0% | +36.6% | +49.0% |
| All | +64.6% | +28.1% | +36.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling