+1,419.8%
IWF vs TRI
+518.6%
+901.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +2.4% |
| 7D | +1.5% | -7.1% | +8.6% | +4.3% |
| 30D | -1.3% | -2.3% | +1.1% | -0.9% |
| 3M | +0.1% | +19.6% | -19.4% | -9.7% |
| 6M | +10.3% | -8.7% | +19.0% | +10.0% |
| YTD | +4.2% | -22.3% | +26.4% | +10.0% |
| 1Y | +9.3% | -40.7% | +50.0% | +30.6% |
| 3Y | +79.3% | -17.8% | +97.1% | +79.2% |
| 5Y | +73.8% | -8.5% | +82.3% | +64.3% |
| 10Y | +410.9% | +192.6% | +218.3% | +178.7% |
| All | +1,419.8% | +518.6% | +901.2% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling