+1,660.4%
IWF vs TECK
+2,265.7%
-605.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.0% |
| 7D | +1.5% | +7.8% | -6.3% | +0.2% |
| 30D | -1.3% | +8.3% | -9.5% | -2.6% |
| 3M | +0.1% | +16.1% | -16.0% | -2.6% |
| 6M | +10.3% | +42.9% | -32.6% | +3.3% |
| YTD | +4.2% | +50.8% | -46.6% | -3.7% |
| 1Y | +9.3% | +106.1% | -96.8% | -4.3% |
| 3Y | +79.3% | +84.0% | -4.7% | +57.2% |
| 5Y | +73.8% | +223.5% | -149.7% | +35.1% |
| 10Y | +410.9% | +378.1% | +32.8% | +240.0% |
| All | +1,660.4% | +2,265.7% | -605.3% | +837.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling