-72.2%
OPEN vs IWF
+167.8%
-240.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.3% |
| 7D | -2.9% | +0.5% | -3.4% | -4.0% |
| 30D | -13.8% | -1.4% | -12.4% | -11.1% |
| 3M | -30.9% | +0.4% | -31.3% | -31.1% |
| 6M | -40.9% | +8.5% | -49.4% | -49.4% |
| YTD | -48.5% | +3.7% | -52.2% | -51.6% |
| 1Y | -50.9% | +8.5% | -59.4% | -57.1% |
| 3Y | -20.6% | +78.5% | -99.2% | -77.5% |
| 5Y | -84.2% | +73.6% | -157.8% | -94.4% |
| All | -72.2% | +167.8% | -240.0% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling