+249.9%
IWF vs REPL
-6.0%
+255.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.5% | -3.0% | +3.5% | +0.6% |
| 30D | -0.4% | +27.1% | -27.5% | -1.4% |
| 3M | -2.6% | +52.4% | -55.0% | -6.0% |
| 6M | +9.1% | +107.4% | -98.3% | -0.4% |
| YTD | +4.5% | +54.7% | -50.3% | -3.4% |
| 1Y | +10.1% | +158.9% | -148.8% | -3.6% |
| 3Y | +77.6% | -23.7% | +101.4% | +50.5% |
| 5Y | +73.7% | -54.3% | +128.1% | +50.1% |
| All | +249.9% | -6.0% | +255.9% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling