+25.9%
IWM vs IWF
+59.3%
-33.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.9% |
| 7D | -0.3% | -1.1% | +0.8% | +0.5% |
| 30D | +1.9% | -8.3% | +10.1% | +8.9% |
| 3M | -5.7% | -5.6% | -0.1% | -1.6% |
| 6M | -0.3% | -5.4% | +5.1% | +3.7% |
| YTD | +15.8% | -1.2% | +17.0% | +16.0% |
| 1Y | +17.1% | -2.7% | +19.7% | +18.8% |
| 3Y | +73.1% | +67.8% | +5.3% | +10.7% |
| 5Y | +25.9% | +60.1% | -34.2% | -17.5% |
| All | +25.9% | +59.3% | -33.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling