-2.8%
IWF vs RVTY
+67.3%
-70.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +5.3% | +4.1% | +1.2% | +4.6% |
| 30D | -8.6% | +1.3% | -9.9% | -8.7% |
| 3M | -6.5% | +33.3% | -39.8% | -10.1% |
| 6M | -5.6% | +58.3% | -63.9% | -12.2% |
| YTD | -1.5% | +62.7% | -64.2% | -9.4% |
| 1Y | -2.8% | +67.2% | -70.1% | -10.6% |
| All | -2.8% | +67.3% | -70.2% | -10.6% |
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