-2.8%
IWF vs ROP
+8.8%
-11.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.3% | -2.7% | +7.9% | +5.1% |
| 30D | -8.6% | +29.7% | -38.3% | -7.2% |
| 3M | -6.5% | +21.2% | -27.7% | -5.2% |
| 6M | -5.6% | +48.3% | -53.9% | -5.0% |
| YTD | -1.5% | +8.4% | -9.9% | +1.9% |
| 1Y | -2.8% | +6.0% | -8.8% | +1.7% |
| All | -2.8% | +8.8% | -11.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling