+6.0%
LOW vs IWF
+71.2%
-65.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -2.6% | -1.7% | -0.9% | -1.7% |
| 30D | -11.1% | -1.8% | -9.3% | -10.2% |
| 3M | -8.5% | +1.5% | -10.0% | -9.6% |
| 6M | -20.8% | +7.7% | -28.6% | -24.8% |
| YTD | -17.2% | +2.7% | -19.9% | -19.2% |
| 1Y | -24.7% | +6.8% | -31.5% | -28.5% |
| 3Y | -9.7% | +76.9% | -86.6% | -40.9% |
| 5Y | +6.0% | +73.4% | -67.4% | -31.8% |
| All | +6.0% | +71.2% | -65.2% | -31.8% |
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