+73.8%
IWF vs Z
-67.0%
+140.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +1.0% |
| 7D | +1.5% | -3.3% | +4.8% | +2.1% |
| 30D | -1.3% | -3.7% | +2.5% | -0.8% |
| 3M | +0.1% | -7.0% | +7.1% | +0.9% |
| 6M | +10.3% | -29.5% | +39.8% | +17.2% |
| YTD | +4.2% | -52.6% | +56.7% | +19.6% |
| 1Y | +9.3% | -64.0% | +73.3% | +32.4% |
| 3Y | +79.3% | -36.4% | +115.8% | +85.5% |
| 5Y | +73.8% | -65.8% | +139.5% | +72.0% |
| All | +73.8% | -67.0% | +140.8% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling