+421.3%
IWF vs Z
-5.7%
+427.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.5% | -7.1% | +7.6% | +1.9% |
| 30D | -1.4% | -4.8% | +3.4% | -0.7% |
| 3M | +0.4% | -9.3% | +9.8% | +1.7% |
| 6M | +8.5% | -29.0% | +37.4% | +14.6% |
| YTD | +3.7% | -52.9% | +56.6% | +18.0% |
| 1Y | +8.5% | -63.1% | +71.6% | +28.9% |
| 3Y | +78.5% | -36.9% | +115.4% | +84.8% |
| 5Y | +73.6% | -65.5% | +139.1% | +88.7% |
| 10Y | +421.3% | -3.9% | +425.1% | +338.1% |
| All | +421.3% | -5.7% | +427.0% | +338.1% |
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