+340.4%
RF vs IWF
+410.6%
-70.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.3% | +0.5% | +0.8% | +0.9% |
| 30D | -3.6% | -0.4% | -3.2% | -3.4% |
| 3M | +8.1% | -2.6% | +10.7% | +9.7% |
| 6M | +11.5% | +9.1% | +2.3% | +2.5% |
| YTD | +15.6% | +4.5% | +11.1% | +10.1% |
| 1Y | +15.7% | +10.1% | +5.6% | +5.1% |
| 3Y | +86.9% | +77.6% | +9.3% | +9.8% |
| 5Y | +89.8% | +73.7% | +16.1% | +11.9% |
| All | +340.4% | +410.6% | -70.1% | -13.7% |
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 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