+104.5%
IWF vs ROIV
+298.6%
-194.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | -1.1% | +9.5% | -10.6% | -2.0% |
| 30D | -8.3% | +21.0% | -29.3% | -10.0% |
| 3M | -5.6% | +18.7% | -24.3% | -7.4% |
| 6M | -5.4% | +44.5% | -49.9% | -9.3% |
| YTD | -1.2% | +92.9% | -94.0% | -8.0% |
| 1Y | -2.7% | +100.2% | -102.9% | -9.8% |
| 3Y | +67.8% | +375.0% | -307.3% | +42.8% |
| 5Y | +60.1% | +435.2% | -375.1% | +24.5% |
| All | +104.5% | +298.6% | -194.1% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling