+40.0%
IWM vs IWF
+73.3%
-33.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | +1.4% | +1.5% | -0.1% | +0.2% |
| 30D | -2.3% | -1.3% | -1.0% | -1.3% |
| 3M | +4.0% | +0.1% | +3.8% | +3.5% |
| 6M | +17.9% | +10.3% | +7.7% | +8.6% |
| YTD | +20.2% | +4.2% | +16.1% | +15.8% |
| 1Y | +25.0% | +9.3% | +15.7% | +15.7% |
| 3Y | +66.0% | +79.3% | -13.4% | +0.9% |
| 5Y | +40.0% | +73.8% | -33.7% | -13.5% |
| All | +40.0% | +73.3% | -33.3% | -13.5% |
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