+75.0%
IWF vs TECK
+64.4%
+10.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.5% |
| 7D | -1.7% | -4.2% | +2.5% | -0.8% |
| 30D | -1.8% | -0.4% | -1.5% | -1.9% |
| 3M | +1.5% | +10.1% | -8.7% | -1.4% |
| 6M | +7.7% | +26.0% | -18.3% | +0.9% |
| YTD | +2.7% | +38.0% | -35.3% | -6.5% |
| 1Y | +6.8% | +63.8% | -57.0% | -7.2% |
| All | +75.0% | +64.4% | +10.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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