+247.2%
IWF vs REPL
-9.7%
+256.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +0.5% | -9.6% | +10.1% | +0.9% |
| 30D | -1.4% | +5.7% | -7.1% | -1.7% |
| 3M | +0.4% | +56.4% | -55.9% | -3.2% |
| 6M | +8.5% | +67.4% | -59.0% | +0.1% |
| YTD | +3.7% | +48.7% | -45.0% | -4.0% |
| 1Y | +8.5% | +148.3% | -139.8% | -4.8% |
| 3Y | +78.5% | -26.7% | +105.2% | +51.5% |
| 5Y | +73.6% | -54.1% | +127.8% | +49.6% |
| All | +247.2% | -9.7% | +256.9% | +141.9% |
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