+404.2%
IWF vs RACE
+658.9%
-254.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.8% |
| 7D | -5.0% | +5.1% | -10.1% | -6.8% |
| 30D | -13.2% | +7.7% | -20.9% | -15.7% |
| 3M | -9.4% | +2.2% | -11.6% | -10.4% |
| 6M | -8.6% | +23.8% | -32.3% | -16.6% |
| YTD | -5.3% | +13.9% | -19.2% | -11.5% |
| 1Y | -5.0% | +3.8% | -8.8% | -7.9% |
| 3Y | +64.6% | +28.0% | +36.6% | +39.7% |
| 5Y | +50.8% | +64.9% | -14.1% | +12.2% |
| 10Y | +385.7% | +780.4% | -394.7% | +121.7% |
| All | +404.2% | +658.9% | -254.6% | +122.9% |
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