+8.5%
IWF vs RBA
-29.1%
+37.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +0.8% |
| 30D | -1.4% | -13.0% | +11.6% | +0.4% |
| 3M | +0.4% | -23.1% | +23.6% | +3.3% |
| 6M | +8.5% | -22.6% | +31.0% | +10.9% |
| YTD | +3.7% | -20.4% | +24.1% | +5.9% |
| 1Y | +8.5% | -29.6% | +38.1% | +12.0% |
| All | +8.5% | -29.1% | +37.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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