+73.4%
IWF vs RNG
-70.1%
+143.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | -1.7% | -9.6% | +7.9% | -0.1% |
| 30D | -1.8% | +8.8% | -10.7% | -3.3% |
| 3M | +1.5% | +78.6% | -77.2% | -8.9% |
| 6M | +7.7% | +70.3% | -62.6% | -3.5% |
| YTD | +2.7% | +140.3% | -137.6% | -15.1% |
| 1Y | +6.8% | +126.6% | -119.8% | -11.0% |
| 3Y | +76.9% | +120.2% | -43.3% | +42.1% |
| 5Y | +73.4% | -68.3% | +141.7% | +80.7% |
| All | +73.4% | -70.1% | +143.5% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling