+74.4%
IWF vs RVTY
-32.5%
+106.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -1.3% | +10.8% | -12.1% | -4.3% |
| 3M | +0.1% | +26.8% | -26.7% | -7.2% |
| 6M | +10.3% | +39.3% | -29.1% | -1.3% |
| YTD | +4.2% | +31.6% | -27.5% | -5.7% |
| 1Y | +9.3% | +47.7% | -38.4% | -5.2% |
| 3Y | +79.3% | +19.9% | +59.4% | +60.8% |
| All | +74.4% | -32.5% | +106.9% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling