+575.7%
IWF vs USFR
+27.5%
+548.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | -0.4% | +0.3% | -0.7% | -0.5% |
| 3M | -2.6% | +1.0% | -3.6% | -2.9% |
| 6M | +9.1% | +1.9% | +7.2% | +8.5% |
| YTD | +4.5% | +2.6% | +1.9% | +3.6% |
| 1Y | +10.1% | +4.0% | +6.1% | +8.7% |
| 3Y | +77.6% | +14.1% | +63.5% | +70.1% |
| 5Y | +73.7% | +20.4% | +53.3% | +63.3% |
| 10Y | +411.5% | +28.0% | +383.5% | +372.3% |
| All | +575.7% | +27.5% | +548.2% | +522.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling