-1.3%
IWF vs RVTY
+74.0%
-75.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | -4.2% | -3.6% | -0.6% | -3.7% |
| 30D | -8.1% | +1.4% | -9.5% | -8.3% |
| 3M | -5.1% | +43.2% | -48.3% | -9.9% |
| 6M | -1.4% | +84.5% | -85.9% | -11.3% |
| YTD | -0.1% | +65.2% | -65.3% | -8.8% |
| 1Y | -1.3% | +74.3% | -75.6% | -10.9% |
| All | -1.3% | +74.0% | -75.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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