+724.9%
IWF vs RVTY
+527.3%
+197.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | -1.3% | +10.8% | -12.1% | -4.5% |
| 3M | +0.1% | +26.8% | -26.7% | -7.6% |
| 6M | +10.3% | +39.3% | -29.1% | -1.8% |
| YTD | +4.2% | +31.6% | -27.5% | -6.0% |
| 1Y | +9.3% | +47.7% | -38.4% | -5.3% |
| 3Y | +79.3% | +19.9% | +59.4% | +60.3% |
| 5Y | +73.8% | -32.3% | +106.1% | +83.9% |
| 10Y | +410.9% | +138.4% | +272.5% | +261.3% |
| All | +724.9% | +527.3% | +197.6% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling