+930.8%
IWF vs TRGP
+2,265.4%
-1,334.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -1.3% | +14.6% | -15.8% | -3.5% |
| 3M | +0.1% | +11.9% | -11.8% | -2.0% |
| 6M | +10.3% | +25.3% | -15.0% | +5.7% |
| YTD | +4.2% | +61.9% | -57.7% | -4.5% |
| 1Y | +9.3% | +87.3% | -78.0% | -2.4% |
| 3Y | +79.3% | +268.0% | -188.6% | +42.7% |
| 5Y | +73.8% | +638.2% | -564.4% | +23.3% |
| 10Y | +410.9% | +821.9% | -411.0% | +213.4% |
| All | +930.8% | +2,265.4% | -1,334.6% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling