+101.7%
IWF vs ROIV
+287.3%
-185.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +2.5% |
| 7D | -1.0% | +13.3% | -14.4% | -2.3% |
| 30D | -10.1% | +14.8% | -24.8% | -11.3% |
| 3M | -7.6% | +11.9% | -19.5% | -8.9% |
| 6M | -6.7% | +42.4% | -49.1% | -10.4% |
| YTD | -2.5% | +87.4% | -90.0% | -9.1% |
| 1Y | -2.1% | +97.2% | -99.3% | -9.1% |
| 3Y | +68.6% | +375.7% | -307.0% | +43.6% |
| 5Y | +55.8% | +379.0% | -323.2% | +21.6% |
| All | +101.7% | +287.3% | -185.6% | +67.0% |
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