+387.3%
IWF vs USFR
+28.6%
+358.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | +0.1% | +2.8% | +2.8% |
| 30D | -7.5% | +0.4% | -7.9% | -7.7% |
| 3M | -8.5% | +1.1% | -9.5% | -8.8% |
| 6M | -7.4% | +2.0% | -9.4% | -8.1% |
| YTD | -2.6% | +3.5% | -6.1% | -4.0% |
| 1Y | -1.8% | +4.1% | -5.9% | -3.5% |
| 3Y | +65.5% | +14.4% | +51.1% | +55.7% |
| 5Y | +55.8% | +21.4% | +34.4% | +42.1% |
| All | +387.3% | +28.6% | +358.7% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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