+682.7%
IWF vs RVTY
+681.6%
+1.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -8.3% | +1.7% | -10.0% | -8.9% |
| 3M | -5.6% | +36.8% | -42.4% | -14.8% |
| 6M | -5.4% | +60.1% | -65.5% | -19.3% |
| YTD | -1.2% | +64.0% | -65.1% | -17.1% |
| 1Y | -2.6% | +68.2% | -70.9% | -19.1% |
| 3Y | +67.8% | +88.8% | -21.0% | +30.3% |
| 5Y | +60.1% | -10.5% | +70.6% | +54.8% |
| 10Y | +392.2% | +219.7% | +172.5% | +217.1% |
| All | +682.7% | +681.6% | +1.2% | +250.5% |
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