+230.9%
IWF vs REPL
+36.1%
+194.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +2.5% |
| 7D | -1.1% | +5.3% | -6.4% | -1.3% |
| 30D | -8.3% | +66.6% | -74.9% | -10.3% |
| 3M | -5.6% | +59.6% | -65.1% | -7.5% |
| 6M | -5.4% | +482.4% | -487.8% | -15.2% |
| YTD | -1.2% | +124.1% | -125.3% | -10.1% |
| 1Y | -2.7% | +138.6% | -141.2% | -11.8% |
| 3Y | +67.8% | +96.0% | -28.3% | +31.4% |
| 5Y | +60.1% | -35.4% | +95.5% | +36.5% |
| All | +230.9% | +36.1% | +194.8% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling