+392.2%
IWF vs Z
-14.8%
+406.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | -1.1% | -13.1% | +12.0% | +1.5% |
| 30D | -8.3% | +5.9% | -14.1% | -9.7% |
| 3M | -5.6% | -13.7% | +8.1% | -3.8% |
| 6M | -5.4% | -27.1% | +21.7% | -1.0% |
| YTD | -1.2% | -56.8% | +55.6% | +13.6% |
| 1Y | -2.7% | -60.2% | +57.6% | +13.5% |
| 3Y | +67.8% | -19.7% | +87.5% | +64.6% |
| 5Y | +60.1% | -53.7% | +113.8% | +66.6% |
| 10Y | +392.2% | -16.9% | +409.0% | +319.9% |
| All | +392.2% | -14.8% | +406.9% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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