+226.0%
IWF vs REPL
+36.8%
+189.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | -7.5% | +92.2% | -99.7% | -10.0% |
| 3M | -8.5% | +44.1% | -52.6% | -10.0% |
| 6M | -7.4% | +313.0% | -320.4% | -15.5% |
| YTD | -2.6% | +125.2% | -127.9% | -11.5% |
| 1Y | -1.8% | +143.8% | -145.6% | -11.2% |
| 3Y | +65.5% | +104.2% | -38.7% | +29.0% |
| 5Y | +55.8% | -34.5% | +90.4% | +32.8% |
| All | +226.0% | +36.8% | +189.2% | +123.0% |
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