+87.3%
IWF vs S
-56.8%
+144.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.5% | -7.7% | +8.2% | +2.0% |
| 30D | -0.4% | -5.3% | +4.9% | +0.3% |
| 3M | -2.6% | +20.3% | -22.9% | -6.5% |
| 6M | +9.1% | +47.4% | -38.2% | +0.2% |
| YTD | +4.5% | +32.5% | -28.1% | -2.5% |
| 1Y | +10.1% | +9.5% | +0.6% | +5.9% |
| 3Y | +77.6% | +15.5% | +62.1% | +63.5% |
| 5Y | +73.7% | -71.2% | +144.9% | +80.5% |
| All | +87.3% | -56.8% | +144.1% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling