+403.5%
IWF vs Z
+4.2%
+399.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +5.3% | -4.9% | +10.2% | +6.2% |
| 30D | -8.6% | +3.0% | -11.6% | -9.5% |
| 3M | -6.5% | -13.4% | +6.9% | -4.9% |
| 6M | -5.6% | -27.3% | +21.7% | -1.3% |
| YTD | -1.5% | -57.8% | +56.2% | +13.1% |
| 1Y | -2.8% | -60.0% | +57.2% | +12.6% |
| 3Y | +67.1% | -21.5% | +88.7% | +65.0% |
| 5Y | +57.6% | -55.0% | +112.6% | +64.9% |
| 10Y | +390.4% | -18.8% | +409.1% | +322.2% |
| All | +403.5% | +4.2% | +399.3% | +308.5% |
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