+727.5%
IWF vs ROP
+2,901.0%
-2,173.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.6% |
| 7D | +0.5% | -4.4% | +5.0% | +2.6% |
| 30D | -0.4% | +3.2% | -3.6% | -1.9% |
| 3M | -2.6% | +23.1% | -25.7% | -12.4% |
| 6M | +9.1% | +13.3% | -4.2% | +1.4% |
| YTD | +4.5% | -7.9% | +12.3% | +6.0% |
| 1Y | +10.1% | -22.1% | +32.1% | +20.3% |
| 3Y | +77.6% | -16.8% | +94.4% | +87.7% |
| 5Y | +73.7% | -13.5% | +87.3% | +79.9% |
| 10Y | +411.5% | +137.7% | +273.9% | +233.4% |
| All | +727.5% | +2,901.0% | -2,173.4% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling