+682.7%
IWF vs RL
+3,825.8%
-3,143.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.7% |
| 7D | -1.1% | -4.4% | +3.3% | +0.2% |
| 30D | -8.3% | +5.6% | -13.8% | -9.7% |
| 3M | -5.6% | -0.6% | -4.9% | -5.6% |
| 6M | -5.4% | +15.5% | -20.9% | -10.0% |
| YTD | -1.2% | +12.3% | -13.5% | -5.7% |
| 1Y | -2.7% | +19.3% | -22.0% | -8.8% |
| 3Y | +67.8% | +255.5% | -187.8% | +13.1% |
| 5Y | +60.1% | +247.1% | -187.0% | +6.5% |
| 10Y | +392.2% | +346.0% | +46.1% | +178.0% |
| All | +682.7% | +3,825.8% | -3,143.0% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling