-1.3%
IWF vs TPG
+0.9%
-2.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | -4.2% | +12.5% | -16.6% | -6.0% |
| 30D | -8.1% | +12.7% | -20.9% | -10.0% |
| 3M | -5.1% | +3.5% | -8.6% | -5.7% |
| 6M | -1.4% | +14.1% | -15.5% | -4.0% |
| YTD | -0.1% | -18.5% | +18.4% | +0.8% |
| 1Y | -1.3% | -1.8% | +0.5% | -2.2% |
| All | -1.3% | +0.9% | -2.2% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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