+7.0%
IWF vs TPG
-16.9%
+23.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -0.9% | -9.4% | +8.5% | +0.9% |
| 30D | -1.7% | -5.3% | +3.5% | -0.9% |
| 3M | +0.7% | +12.9% | -12.3% | -1.8% |
| 6M | +8.6% | +20.1% | -11.5% | +4.6% |
| YTD | +3.5% | -22.5% | +26.0% | +6.2% |
| 1Y | +7.0% | -19.7% | +26.7% | +8.5% |
| All | +7.0% | -16.9% | +23.9% | +8.5% |
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