+413.4%
IWF vs TRI
+196.2%
+217.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -0.9% | -7.9% | +7.0% | +1.9% |
| 30D | -1.7% | -4.5% | +2.8% | -0.6% |
| 3M | +0.7% | +22.1% | -21.4% | -9.3% |
| 6M | +8.6% | -2.8% | +11.3% | +6.3% |
| YTD | +3.5% | -23.4% | +26.9% | +12.5% |
| 1Y | +7.0% | -41.5% | +48.6% | +33.9% |
| 3Y | +76.3% | -19.2% | +95.5% | +75.9% |
| 5Y | +74.8% | -9.4% | +84.2% | +60.0% |
| All | +413.4% | +196.2% | +217.2% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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