+107.3%
META vs IWF
+78.0%
+29.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +0.5% | +6.2% | +6.0% |
| 30D | +4.8% | -0.4% | +5.1% | +5.2% |
| 3M | -1.6% | -2.6% | +1.0% | +1.4% |
| 6M | -7.5% | +9.1% | -16.6% | -17.3% |
| YTD | -6.4% | +4.5% | -10.9% | -11.8% |
| 1Y | -17.3% | +10.1% | -27.4% | -27.1% |
| All | +107.3% | +78.0% | +29.3% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling