+227.5%
LOW vs IWF
+422.7%
-195.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.0% |
| 30D | -8.9% | -1.7% | -7.1% | -7.7% |
| 3M | -10.4% | +0.7% | -11.1% | -11.4% |
| 6M | -19.4% | +8.6% | -28.0% | -25.2% |
| YTD | -17.1% | +3.5% | -20.6% | -20.3% |
| 1Y | -26.3% | +7.0% | -33.3% | -31.4% |
| 3Y | -9.9% | +76.3% | -86.2% | -47.5% |
| 5Y | +6.1% | +74.8% | -68.6% | -38.7% |
| All | +227.5% | +422.7% | -195.2% | -35.6% |
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