+116.2%
IWF vs ROIV
+232.7%
-116.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | -0.4% | +1.0% | -1.3% | -0.5% |
| 3M | -2.6% | +18.3% | -20.9% | -4.3% |
| 6M | +9.1% | +18.3% | -9.2% | +7.1% |
| YTD | +4.5% | +61.0% | -56.5% | -0.8% |
| 1Y | +10.1% | +177.9% | -167.8% | -1.0% |
| 3Y | +77.6% | +199.1% | -121.4% | +56.8% |
| 5Y | +73.7% | +250.7% | -177.0% | +43.2% |
| All | +116.2% | +232.7% | -116.4% | +82.2% |
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