+50.7%
IWF vs ROIV
+378.2%
-327.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.6% |
| 7D | -5.0% | +5.3% | -10.3% | -5.5% |
| 30D | -13.2% | +11.9% | -25.1% | -14.3% |
| 3M | -9.4% | +10.7% | -20.1% | -10.7% |
| 6M | -8.6% | +34.9% | -43.5% | -11.9% |
| YTD | -5.3% | +79.2% | -84.5% | -11.7% |
| 1Y | -5.0% | +89.0% | -94.0% | -12.0% |
| 3Y | +64.6% | +337.3% | -272.7% | +39.3% |
| All | +50.7% | +378.2% | -327.6% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling