+721.2%
IWF vs RSG
+3,247.6%
-2,526.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +0.5% | 0.0% | +0.6% | +0.5% |
| 30D | -1.4% | +3.7% | -5.0% | -2.8% |
| 3M | +0.4% | +6.2% | -5.7% | -2.4% |
| 6M | +8.5% | -2.8% | +11.2% | +8.6% |
| YTD | +3.7% | +5.9% | -2.2% | +0.2% |
| 1Y | +8.5% | -1.8% | +10.2% | +7.7% |
| 3Y | +78.5% | +57.5% | +21.0% | +44.7% |
| 5Y | +73.6% | +91.1% | -17.4% | +29.3% |
| 10Y | +421.3% | +428.1% | -6.8% | +161.7% |
| All | +721.2% | +3,247.6% | -2,526.4% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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