+721.2%
IWF vs TDY
+4,478.7%
-3,757.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | +0.5% | -1.8% | +2.4% | +1.1% |
| 30D | -1.4% | -13.8% | +12.4% | +3.2% |
| 3M | +0.4% | -3.9% | +4.3% | +1.6% |
| 6M | +8.5% | -9.0% | +17.5% | +11.4% |
| YTD | +3.7% | +16.5% | -12.9% | -1.6% |
| 1Y | +8.5% | +9.3% | -0.8% | +4.8% |
| 3Y | +78.5% | +45.1% | +33.4% | +57.1% |
| 5Y | +73.6% | +35.0% | +38.7% | +55.9% |
| 10Y | +421.3% | +469.0% | -47.7% | +204.5% |
| All | +721.2% | +4,478.7% | -3,757.5% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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