+65.5%
IWF vs ROIV
+357.5%
-292.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | +2.8% | +1.7% | +1.1% | +2.5% |
| 30D | -7.5% | +17.6% | -25.1% | -10.3% |
| 3M | -8.5% | +9.0% | -17.4% | -10.4% |
| 6M | -7.4% | +35.3% | -42.7% | -13.6% |
| YTD | -2.6% | +82.2% | -84.8% | -15.0% |
| 1Y | -1.8% | +92.3% | -94.1% | -15.6% |
| 3Y | +65.5% | +336.8% | -271.3% | +16.3% |
| All | +65.5% | +357.5% | -292.1% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling