+81.6%
KO vs IWF
+72.3%
+9.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | +1.6% | -1.8% | +3.4% | +1.8% |
| 3M | +5.8% | +1.5% | +4.3% | +5.4% |
| 6M | +14.3% | +7.7% | +6.6% | +12.8% |
| YTD | +27.3% | +2.7% | +24.6% | +26.5% |
| 1Y | +33.2% | +6.8% | +26.4% | +31.2% |
| 3Y | +64.5% | +76.9% | -12.4% | +41.0% |
| All | +81.6% | +72.3% | +9.3% | +49.2% |
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