-2.8%
IWF vs TLN
+3.1%
-5.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | +5.3% | +22.3% | -17.0% | +2.1% |
| 30D | -8.6% | +1.2% | -9.8% | -9.1% |
| 3M | -6.5% | +5.9% | -12.5% | -7.9% |
| 6M | -5.6% | +3.2% | -8.9% | -7.3% |
| YTD | -1.5% | +3.2% | -4.7% | -4.7% |
| 1Y | -2.8% | +5.2% | -8.0% | -6.4% |
| All | -2.8% | +3.1% | -5.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling