+456.3%
IWF vs RACE
+647.6%
-191.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +0.5% | -2.5% | +3.1% | +1.5% |
| 30D | -0.4% | +0.8% | -1.2% | -0.8% |
| 3M | -2.6% | +17.2% | -19.8% | -8.8% |
| 6M | +9.1% | +13.6% | -4.4% | +2.9% |
| YTD | +4.5% | +12.2% | -7.7% | -1.6% |
| 1Y | +10.1% | -16.3% | +26.3% | +15.4% |
| 3Y | +77.6% | +36.4% | +41.2% | +46.4% |
| 5Y | +73.7% | +95.0% | -21.2% | +21.3% |
| 10Y | +411.5% | +813.2% | -401.7% | +132.6% |
| All | +456.3% | +647.6% | -191.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling