+808.3%
IWM vs IWF
+727.1%
+81.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | -1.3% | -0.4% | -0.9% | -0.9% |
| 3M | +1.6% | -2.6% | +4.2% | +3.8% |
| 6M | +13.6% | +9.1% | +4.4% | +3.8% |
| YTD | +20.8% | +4.5% | +16.3% | +15.1% |
| 1Y | +26.4% | +10.1% | +16.3% | +14.4% |
| 3Y | +60.7% | +77.6% | -17.0% | -10.5% |
| 5Y | +38.2% | +73.7% | -35.5% | -22.5% |
| 10Y | +169.5% | +411.5% | -242.1% | -50.5% |
| All | +808.3% | +727.1% | +81.2% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling