+361.0%
ORLY vs IWF
+422.7%
-61.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -2.4% | -0.9% | -1.4% | -1.9% |
| 30D | -6.8% | -1.7% | -5.0% | -6.0% |
| 3M | -4.8% | +0.7% | -5.4% | -5.5% |
| 6M | -9.1% | +8.6% | -17.6% | -13.4% |
| YTD | -5.9% | +3.5% | -9.4% | -8.3% |
| 1Y | -20.4% | +7.0% | -27.4% | -24.1% |
| 3Y | +36.6% | +76.3% | -39.8% | -5.0% |
| 5Y | +117.3% | +74.8% | +42.6% | +49.2% |
| All | +361.0% | +422.7% | -61.7% | +39.4% |
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