+434.3%
IWF vs Z
+25.1%
+409.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +0.5% | -3.0% | +3.5% | +1.1% |
| 30D | -0.4% | -4.2% | +3.8% | +0.1% |
| 3M | -2.6% | -3.7% | +1.1% | -2.5% |
| 6M | +9.1% | -24.5% | +33.7% | +13.9% |
| YTD | +4.5% | -49.3% | +53.8% | +16.9% |
| 1Y | +10.1% | -58.7% | +68.8% | +27.4% |
| 3Y | +77.6% | -34.1% | +111.8% | +82.5% |
| 5Y | +73.7% | -64.5% | +138.3% | +87.5% |
| 10Y | +411.5% | -0.5% | +412.0% | +327.5% |
| All | +434.3% | +25.1% | +409.2% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling