+413.4%
IWF vs TRU
+147.2%
+266.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -0.9% | -2.7% | +1.8% | 0.0% |
| 30D | -1.7% | -2.0% | +0.3% | -1.2% |
| 3M | +0.7% | +18.4% | -17.8% | -6.5% |
| 6M | +8.6% | +8.9% | -0.3% | +3.4% |
| YTD | +3.5% | -8.9% | +12.5% | +4.4% |
| 1Y | +7.0% | -15.9% | +22.9% | +10.4% |
| 3Y | +76.3% | -1.1% | +77.4% | +61.2% |
| 5Y | +74.8% | -35.2% | +109.9% | +88.3% |
| All | +413.4% | +147.2% | +266.3% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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