+421.3%
IWF vs TAP
-51.4%
+472.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | +0.5% | -5.1% | +5.6% | +1.5% |
| 30D | -1.4% | -8.4% | +7.1% | +0.2% |
| 3M | +0.4% | -3.9% | +4.4% | +0.8% |
| 6M | +8.5% | -14.4% | +22.8% | +11.2% |
| YTD | +3.7% | -14.7% | +18.4% | +6.0% |
| 1Y | +8.5% | -18.7% | +27.1% | +11.8% |
| 3Y | +78.5% | -32.6% | +111.2% | +89.9% |
| 5Y | +73.6% | -1.4% | +75.1% | +65.9% |
| 10Y | +421.3% | -50.4% | +471.7% | +434.4% |
| All | +421.3% | -51.4% | +472.6% | +434.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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