+73.8%
IWF vs REPL
-53.9%
+127.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | +1.5% | -5.7% | +7.2% | +1.6% |
| 30D | -1.3% | +22.5% | -23.7% | -1.8% |
| 3M | +0.1% | +64.7% | -64.5% | -2.1% |
| 6M | +10.3% | +83.0% | -72.8% | +5.0% |
| YTD | +4.2% | +52.0% | -47.8% | -0.4% |
| 1Y | +9.3% | +144.5% | -135.2% | +1.3% |
| 3Y | +79.3% | -25.1% | +104.4% | +67.7% |
| 5Y | +73.8% | -52.9% | +126.6% | +61.4% |
| All | +73.8% | -53.9% | +127.7% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling