+1,000.3%
IWF vs WU
-21.8%
+1,022.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.6% |
| 7D | +2.8% | -2.0% | +4.8% | +3.5% |
| 30D | -7.5% | +11.4% | -19.0% | -11.3% |
| 3M | -8.5% | -6.8% | -1.7% | -7.0% |
| 6M | -7.4% | -14.6% | +7.2% | -4.5% |
| YTD | -2.6% | -20.6% | +18.0% | +2.4% |
| 1Y | -1.8% | -15.4% | +13.5% | +0.6% |
| 3Y | +65.5% | -23.6% | +89.1% | +71.2% |
| 5Y | +55.8% | -43.4% | +99.2% | +76.1% |
| 10Y | +384.9% | -38.8% | +423.7% | +410.6% |
| All | +1,000.3% | -21.8% | +1,022.1% | +844.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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