+79.3%
IWF vs S
+13.8%
+65.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.1% |
| 7D | +1.5% | -5.8% | +7.3% | +2.6% |
| 30D | -1.3% | -9.2% | +7.9% | +0.2% |
| 3M | +0.1% | +23.4% | -23.2% | -4.6% |
| 6M | +10.3% | +36.9% | -26.7% | +2.1% |
| YTD | +4.2% | +29.5% | -25.4% | -2.8% |
| 1Y | +9.3% | +5.4% | +3.9% | +6.0% |
| 3Y | +79.3% | +14.7% | +64.6% | +66.6% |
| All | +79.3% | +13.8% | +65.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling