-70.8%
OPEN vs IWF
+169.9%
-240.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -4.3% | +0.5% | -4.8% | -5.2% |
| 30D | -16.2% | -0.4% | -15.8% | -15.4% |
| 3M | -36.4% | -2.6% | -33.8% | -32.1% |
| 6M | -35.5% | +9.1% | -44.6% | -45.5% |
| YTD | -46.0% | +4.5% | -50.5% | -50.0% |
| 1Y | -47.1% | +10.1% | -57.2% | -55.3% |
| 3Y | -19.0% | +77.6% | -96.7% | -76.7% |
| 5Y | -83.6% | +73.7% | -157.3% | -94.3% |
| All | -70.8% | +169.9% | -240.7% | -93.5% |
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