+119.2%
ORLY vs IWF
+73.7%
+45.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.4% | -0.9% | -1.4% | -2.1% |
| 30D | -6.8% | -1.7% | -5.0% | -6.4% |
| 3M | -4.8% | +0.7% | -5.4% | -5.1% |
| 6M | -9.1% | +8.6% | -17.6% | -11.5% |
| YTD | -5.9% | +3.5% | -9.4% | -7.2% |
| 1Y | -20.4% | +7.0% | -27.4% | -22.5% |
| 3Y | +36.6% | +76.3% | -39.8% | +9.6% |
| All | +119.2% | +73.7% | +45.5% | +73.1% |
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