+55.8%
IWF vs RBA
+47.6%
+8.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.3% |
| 7D | -1.0% | +2.5% | -3.5% | -1.6% |
| 30D | -10.1% | +11.6% | -21.7% | -12.6% |
| 3M | -7.6% | +1.5% | -9.1% | -8.2% |
| 6M | -6.7% | -6.6% | -0.1% | -6.0% |
| YTD | -2.5% | -6.3% | +3.7% | -2.4% |
| 1Y | -2.1% | -4.0% | +1.9% | -2.7% |
| 3Y | +68.6% | +47.3% | +21.4% | +47.4% |
| 5Y | +55.8% | +47.7% | +8.2% | +38.4% |
| All | +55.8% | +47.6% | +8.2% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling