+665.3%
IWF vs ROP
+3,404.9%
-2,739.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.9% | +0.2% | -3.1% | -3.1% |
| 30D | -10.9% | +30.3% | -41.2% | -21.4% |
| 3M | -8.1% | +17.8% | -25.9% | -15.5% |
| 6M | -7.5% | +38.9% | -46.4% | -22.2% |
| YTD | -3.4% | +7.6% | -11.0% | -9.4% |
| 1Y | -5.0% | +6.5% | -11.5% | -10.6% |
| 3Y | +64.0% | -6.3% | +70.3% | +62.8% |
| 5Y | +56.8% | +0.9% | +55.8% | +50.1% |
| 10Y | +381.2% | +180.7% | +200.4% | +188.6% |
| All | +665.3% | +3,404.9% | -2,739.6% | +61.5% |
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