+85.8%
IWF vs S
-57.7%
+143.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +0.5% | -1.2% | +1.8% | +0.8% |
| 30D | -1.4% | -12.6% | +11.2% | +0.8% |
| 3M | +0.4% | +27.6% | -27.1% | -4.6% |
| 6M | +8.5% | +35.5% | -27.0% | +1.1% |
| YTD | +3.7% | +29.6% | -25.9% | -2.9% |
| 1Y | +8.5% | +8.1% | +0.3% | +4.6% |
| 3Y | +78.5% | +14.8% | +63.8% | +64.5% |
| 5Y | +73.6% | -70.6% | +144.2% | +80.8% |
| All | +85.8% | -57.7% | +143.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling