+392.2%
IWF vs ROP
+183.0%
+209.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.9% |
| 7D | -1.1% | -2.9% | +1.9% | +0.3% |
| 30D | -8.3% | +30.1% | -38.3% | -20.3% |
| 3M | -5.6% | +19.9% | -25.4% | -14.8% |
| 6M | -5.4% | +46.0% | -51.4% | -24.5% |
| YTD | -1.2% | +8.4% | -9.5% | -7.4% |
| 1Y | -2.7% | +8.8% | -11.5% | -9.1% |
| 3Y | +67.8% | -5.6% | +73.4% | +68.4% |
| 5Y | +60.1% | +3.0% | +57.1% | +50.9% |
| 10Y | +392.2% | +184.0% | +208.2% | +180.9% |
| All | +392.2% | +183.0% | +209.1% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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