+73.8%
IWF vs ROP
-14.2%
+88.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +1.0% |
| 7D | +1.5% | -5.4% | +6.9% | +4.0% |
| 30D | -1.3% | -1.6% | +0.4% | -0.7% |
| 3M | +0.1% | +18.8% | -18.7% | -9.2% |
| 6M | +10.3% | +8.2% | +2.1% | +4.7% |
| YTD | +4.2% | -10.5% | +14.6% | +10.1% |
| 1Y | +9.3% | -23.7% | +33.1% | +27.6% |
| 3Y | +79.3% | -17.9% | +97.2% | +95.3% |
| 5Y | +73.8% | -15.3% | +89.1% | +77.1% |
| All | +73.8% | -14.2% | +88.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling