+75.3%
IWF vs TLN
+678.8%
-603.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -10.9% | -4.6% | -6.3% | -10.3% |
| 3M | -8.1% | +5.2% | -13.3% | -9.5% |
| 6M | -7.5% | -6.5% | -1.0% | -7.7% |
| YTD | -3.4% | -3.6% | +0.3% | -5.2% |
| 1Y | -5.0% | -8.2% | +3.2% | -6.1% |
| 3Y | +64.0% | +559.7% | -495.7% | +13.6% |
| All | +75.3% | +678.8% | -603.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling