+721.2%
IWF vs WY
+200.1%
+521.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +0.5% | -1.7% | +2.2% | +1.2% |
| 30D | -1.4% | -9.9% | +8.5% | +2.5% |
| 3M | +0.4% | -7.5% | +8.0% | +2.8% |
| 6M | +8.5% | -5.1% | +13.6% | +9.6% |
| YTD | +3.7% | -2.1% | +5.8% | +3.0% |
| 1Y | +8.5% | -7.3% | +15.8% | +9.6% |
| 3Y | +78.5% | -22.6% | +101.2% | +89.3% |
| 5Y | +73.6% | -19.8% | +93.4% | +80.4% |
| 10Y | +421.3% | +9.6% | +411.7% | +339.5% |
| All | +721.2% | +200.1% | +521.1% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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