+171.7%
IWM vs IWF
+412.6%
-240.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -1.1% | +0.5% | -1.7% | -1.6% |
| 30D | -3.1% | -1.4% | -1.7% | -2.0% |
| 3M | +2.2% | +0.4% | +1.8% | +1.4% |
| 6M | +15.1% | +8.5% | +6.6% | +6.9% |
| YTD | +18.6% | +3.7% | +14.9% | +14.4% |
| 1Y | +24.0% | +8.5% | +15.5% | +15.0% |
| 3Y | +63.7% | +78.5% | -14.8% | -3.3% |
| 5Y | +38.2% | +73.6% | -35.4% | -17.1% |
| 10Y | +171.7% | +421.3% | -249.6% | -46.9% |
| All | +171.7% | +412.6% | -240.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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