+18,511.9%
ORLY vs IWF
+720.7%
+17,791.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -1.0% | +0.5% | -1.6% | -1.4% |
| 30D | -6.7% | -1.4% | -5.3% | -5.9% |
| 3M | -3.8% | +0.4% | -4.3% | -4.7% |
| 6M | -9.0% | +8.5% | -17.5% | -14.8% |
| YTD | -5.6% | +3.7% | -9.3% | -9.1% |
| 1Y | -19.5% | +8.5% | -28.0% | -25.2% |
| 3Y | +34.7% | +78.5% | -43.8% | -15.4% |
| 5Y | +118.0% | +73.6% | +44.4% | +35.0% |
| 10Y | +364.1% | +421.3% | -57.2% | +19.6% |
| All | +18,511.9% | +720.7% | +17,791.2% | +2,724.5% |
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