+409.4%
IWF vs RVTY
+139.0%
+270.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | -1.7% | -7.4% | +5.7% | +1.1% |
| 30D | -1.8% | +4.5% | -6.3% | -3.6% |
| 3M | +1.5% | +19.5% | -18.0% | -5.8% |
| 6M | +7.7% | +34.1% | -26.4% | -5.1% |
| YTD | +2.7% | +25.3% | -22.5% | -7.7% |
| 1Y | +6.8% | +47.0% | -40.2% | -10.6% |
| 3Y | +76.9% | +14.1% | +62.7% | +56.0% |
| 5Y | +73.4% | -34.6% | +108.0% | +94.2% |
| All | +409.4% | +139.0% | +270.5% | +204.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling