+9.7%
O vs IWF
-3.4%
+13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -1.0% |
| 7D | -0.4% | +2.8% | -3.2% | +0.2% |
| 30D | +7.1% | -7.5% | +14.7% | +5.2% |
| 3M | -5.2% | -8.5% | +3.3% | -7.1% |
| 6M | -1.8% | -7.4% | +5.6% | -3.2% |
| YTD | +9.1% | -2.6% | +11.7% | +6.0% |
| 1Y | +9.7% | -1.8% | +11.5% | +7.0% |
| All | +9.7% | -3.4% | +13.1% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling