+438.9%
IWF vs TRU
+228.6%
+210.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.7% |
| 7D | +1.5% | -7.2% | +8.7% | +4.1% |
| 30D | -1.3% | -2.8% | +1.5% | -0.5% |
| 3M | +0.1% | +13.0% | -12.9% | -5.3% |
| 6M | +10.3% | +0.7% | +9.6% | +8.1% |
| YTD | +4.2% | -9.0% | +13.1% | +5.0% |
| 1Y | +9.3% | -16.3% | +25.6% | +12.8% |
| 3Y | +79.3% | -1.1% | +80.4% | +64.4% |
| 5Y | +73.8% | -36.0% | +109.8% | +86.6% |
| 10Y | +410.9% | +139.9% | +271.0% | +243.9% |
| All | +438.9% | +228.6% | +210.4% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling