+413.4%
IWF vs TNA
+86.1%
+327.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.9% | -7.3% | +6.3% | +0.9% |
| 30D | -1.7% | -14.2% | +12.4% | +1.9% |
| 3M | +0.7% | -4.6% | +5.2% | +1.5% |
| 6M | +8.6% | +36.9% | -28.4% | -0.7% |
| YTD | +3.5% | +42.5% | -39.0% | -6.9% |
| 1Y | +7.0% | +45.8% | -38.7% | -5.2% |
| 3Y | +76.3% | +104.7% | -28.3% | +31.3% |
| 5Y | +74.8% | -21.7% | +96.4% | +50.5% |
| All | +413.4% | +86.1% | +327.3% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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