-83.6%
OPEN vs IWF
+73.3%
-157.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -1.9% |
| 7D | +1.0% | +1.5% | -0.5% | -2.2% |
| 30D | -11.9% | -1.3% | -10.6% | -9.3% |
| 3M | -28.8% | +0.1% | -28.9% | -28.6% |
| 6M | -38.6% | +10.3% | -48.9% | -49.8% |
| YTD | -47.3% | +4.2% | -51.5% | -51.2% |
| 1Y | -49.2% | +9.3% | -58.5% | -56.8% |
| 3Y | -18.8% | +79.3% | -98.1% | -79.8% |
| 5Y | -83.6% | +73.8% | -157.4% | -94.7% |
| All | -83.6% | +73.3% | -157.0% | -94.7% |
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 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