+74.4%
IWF vs TAP
+0.4%
+74.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.2% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | -1.3% | -9.4% | +8.1% | -0.2% |
| 3M | +0.1% | -0.8% | +0.9% | -0.1% |
| 6M | +10.3% | -14.7% | +25.0% | +12.3% |
| YTD | +4.2% | -13.9% | +18.1% | +5.6% |
| 1Y | +9.3% | -18.6% | +27.9% | +11.8% |
| 3Y | +79.3% | -32.0% | +111.4% | +88.9% |
| All | +74.4% | +0.4% | +74.0% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling