+1,593.8%
META vs IWF
+756.9%
+836.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +1.1% |
| 7D | +3.3% | -2.9% | +6.2% | +6.8% |
| 30D | -10.8% | -10.9% | +0.1% | +2.4% |
| 3M | +7.9% | -8.1% | +16.0% | +19.3% |
| 6M | +5.4% | -7.5% | +12.9% | +15.1% |
| YTD | -2.6% | -3.4% | +0.8% | +1.0% |
| 1Y | +1.9% | -5.0% | +6.9% | +7.7% |
| 3Y | +97.0% | +64.0% | +32.9% | +7.2% |
| 5Y | +97.6% | +56.8% | +40.9% | +18.6% |
| 10Y | +436.0% | +381.2% | +54.8% | -8.3% |
| All | +1,593.8% | +756.9% | +836.8% | +103.9% |
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