+86.2%
META vs IWF
+59.5%
+26.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.2% | -5.0% |
| 7D | -0.2% | -1.1% | +0.9% | +0.9% |
| 30D | -15.4% | -8.3% | -7.1% | -5.4% |
| 3M | +5.0% | -5.6% | +10.6% | +12.8% |
| 6M | +5.2% | -5.4% | +10.6% | +12.0% |
| YTD | -4.5% | -1.2% | -3.3% | -4.1% |
| 1Y | +0.6% | -2.6% | +3.3% | +3.0% |
| 3Y | +93.1% | +67.8% | +25.3% | -9.3% |
| All | +86.2% | +59.5% | +26.7% | -1.2% |
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