+607.3%
IWF vs RNG
+309.1%
+298.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.0% | +0.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -1.3% | +11.4% | -12.7% | -3.3% |
| 3M | +0.1% | +72.1% | -72.0% | -10.2% |
| 6M | +10.3% | +67.9% | -57.7% | -1.7% |
| YTD | +4.2% | +144.3% | -140.2% | -14.9% |
| 1Y | +9.3% | +117.5% | -108.2% | -9.0% |
| 3Y | +79.3% | +123.9% | -44.5% | +42.7% |
| 5Y | +73.8% | -70.1% | +143.9% | +86.7% |
| 10Y | +410.9% | +215.9% | +195.0% | +258.2% |
| All | +607.3% | +309.1% | +298.2% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling