+413.4%
IWF vs RNG
+222.9%
+190.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | -6.1% | +5.2% | +0.2% |
| 30D | -1.7% | +9.6% | -11.3% | -3.5% |
| 3M | +0.7% | +83.3% | -82.7% | -11.2% |
| 6M | +8.6% | +77.9% | -69.4% | -4.8% |
| YTD | +3.5% | +139.9% | -136.4% | -16.0% |
| 1Y | +7.0% | +121.7% | -114.6% | -12.1% |
| 3Y | +76.3% | +121.9% | -45.5% | +38.6% |
| 5Y | +74.8% | -68.4% | +143.1% | +89.6% |
| All | +413.4% | +222.9% | +190.6% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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