+387.3%
IWF vs RL
+337.1%
+50.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | -7.5% | +2.9% | -10.5% | -8.3% |
| 3M | -8.5% | 0.0% | -8.5% | -8.7% |
| 6M | -7.4% | +17.1% | -24.5% | -12.0% |
| YTD | -2.6% | +10.1% | -12.8% | -6.4% |
| 1Y | -1.8% | +17.3% | -19.2% | -7.4% |
| 3Y | +65.5% | +249.3% | -183.9% | +14.6% |
| 5Y | +55.8% | +240.9% | -185.1% | +6.0% |
| All | +387.3% | +337.1% | +50.2% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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