+2,486.4%
LOW vs IWF
+727.1%
+1,759.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | +0.5% | -2.3% | -2.2% |
| 30D | -7.0% | -0.4% | -6.7% | -6.8% |
| 3M | -0.9% | -2.6% | +1.7% | +0.6% |
| 6M | -20.1% | +9.1% | -29.2% | -27.0% |
| YTD | -13.9% | +4.5% | -18.4% | -18.4% |
| 1Y | -21.1% | +10.1% | -31.2% | -29.2% |
| 3Y | -6.6% | +77.6% | -84.3% | -48.4% |
| 5Y | +9.4% | +73.7% | -64.4% | -39.8% |
| 10Y | +220.5% | +411.5% | -191.0% | -38.2% |
| All | +2,486.4% | +727.1% | +1,759.4% | +146.1% |
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