+2,128.1%
O vs IWF
+724.4%
+1,403.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -0.6% | +1.5% | -2.0% | -1.5% |
| 30D | -2.0% | -1.3% | -0.7% | -1.2% |
| 3M | +3.0% | +0.1% | +2.9% | +2.1% |
| 6M | -3.6% | +10.3% | -13.9% | -10.8% |
| YTD | +12.1% | +4.2% | +7.9% | +7.4% |
| 1Y | +8.9% | +9.3% | -0.4% | +0.6% |
| 3Y | +30.3% | +79.3% | -49.0% | -18.4% |
| 5Y | +13.7% | +73.8% | -60.1% | -29.8% |
| 10Y | +50.3% | +410.9% | -360.6% | -60.1% |
| All | +2,128.1% | +724.4% | +1,403.6% | +194.0% |
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 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