-1.3%
IWF vs TRGP
+89.5%
-90.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | -0.1% |
| 7D | -4.2% | -6.5% | +2.3% | -4.8% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | -5.1% | +8.8% | -13.9% | -3.7% |
| 6M | -1.4% | +11.0% | -12.4% | +0.2% |
| YTD | -0.1% | +57.4% | -57.5% | +3.8% |
| 1Y | -1.3% | +87.9% | -89.1% | +4.4% |
| All | -1.3% | +89.5% | -90.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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