+75.1%
IWF vs TECK
+180.1%
-105.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.9% | -3.8% | +2.9% | -0.2% |
| 30D | -1.7% | +0.7% | -2.5% | -2.0% |
| 3M | +0.7% | +4.6% | -3.9% | -0.7% |
| 6M | +8.6% | +25.1% | -16.6% | +2.7% |
| YTD | +3.5% | +39.2% | -35.7% | -4.7% |
| 1Y | +7.0% | +60.3% | -53.3% | -4.7% |
| 3Y | +76.3% | +62.9% | +13.4% | +52.1% |
| All | +75.1% | +180.1% | -105.1% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling