+671.1%
IWF vs RVTY
+662.5%
+8.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -7.5% | +1.5% | -9.1% | -8.1% |
| 3M | -8.5% | +31.5% | -39.9% | -16.4% |
| 6M | -7.4% | +62.7% | -70.1% | -21.3% |
| YTD | -2.6% | +60.0% | -62.6% | -17.7% |
| 1Y | -1.8% | +65.7% | -67.6% | -18.1% |
| 3Y | +65.5% | +85.2% | -19.7% | +29.3% |
| 5Y | +55.8% | -14.9% | +70.7% | +53.0% |
| 10Y | +384.9% | +211.9% | +173.0% | +214.8% |
| All | +671.1% | +662.5% | +8.6% | +247.9% |
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 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