+80.0%
IWF vs RBA
+32.9%
+47.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.5% | -2.9% | +3.5% | +1.2% |
| 30D | -0.4% | -12.3% | +11.9% | +2.6% |
| 3M | -2.6% | -20.5% | +17.9% | +1.9% |
| 6M | +9.1% | -18.5% | +27.7% | +13.2% |
| YTD | +4.5% | -18.2% | +22.7% | +7.8% |
| 1Y | +10.1% | -27.5% | +37.6% | +17.4% |
| All | +80.0% | +32.9% | +47.1% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling