-93.9%
OPEN vs IWF
+59.3%
-153.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | -0.6% |
| 7D | -31.1% | -1.1% | -30.0% | -30.0% |
| 30D | -34.7% | -8.3% | -26.4% | -22.5% |
| 3M | -61.9% | -5.6% | -56.3% | -57.4% |
| 6M | -71.9% | -5.4% | -66.4% | -68.4% |
| YTD | -76.6% | -1.2% | -75.4% | -76.1% |
| 1Y | -83.9% | -2.6% | -81.3% | -82.8% |
| 3Y | -34.4% | +67.8% | -102.1% | -81.8% |
| 5Y | -93.9% | +60.1% | -154.0% | -97.9% |
| All | -93.9% | +59.3% | -153.2% | -97.9% |
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 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