+115.5%
IWF vs ROIV
+295.0%
-179.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.1% | -2.2% |
| 7D | +1.5% | +20.2% | -18.7% | -0.5% |
| 30D | -1.3% | +14.1% | -15.4% | -2.7% |
| 3M | +0.1% | +45.6% | -45.5% | -3.8% |
| 6M | +10.3% | +44.1% | -33.9% | +5.9% |
| YTD | +4.2% | +91.2% | -87.0% | -2.9% |
| 1Y | +9.3% | +221.3% | -212.0% | -3.2% |
| 3Y | +79.3% | +229.2% | -149.9% | +56.4% |
| 5Y | +73.8% | +316.5% | -242.7% | +40.6% |
| All | +115.5% | +295.0% | -179.5% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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