+88.2%
IWF vs TLN
+589.3%
-501.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +0.5% | +5.8% | -5.3% | -0.5% |
| 30D | -1.4% | -6.9% | +5.5% | -0.3% |
| 3M | +0.4% | -10.9% | +11.3% | +1.8% |
| 6M | +8.5% | -4.6% | +13.1% | +7.9% |
| YTD | +3.7% | -14.7% | +18.4% | +4.4% |
| 1Y | +8.5% | -17.9% | +26.4% | +9.6% |
| 3Y | +78.5% | +483.9% | -405.3% | +27.0% |
| All | +88.2% | +589.3% | -501.2% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling