+261.5%
RF vs IWF
+391.9%
-130.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | -0.1% |
| 7D | -0.1% | -1.0% | +0.9% | +0.5% |
| 30D | +7.0% | -10.1% | +17.1% | +16.0% |
| 3M | -7.0% | -7.6% | +0.6% | -1.6% |
| 6M | +6.8% | -6.7% | +13.5% | +11.3% |
| YTD | +9.9% | -2.5% | +12.5% | +10.0% |
| 1Y | +21.1% | -2.1% | +23.2% | +20.6% |
| 3Y | +119.6% | +68.6% | +51.0% | +33.7% |
| 5Y | +46.2% | +55.8% | -9.6% | -5.6% |
| 10Y | +261.5% | +383.3% | -121.7% | -14.0% |
| All | +261.5% | +391.9% | -130.4% | -14.0% |
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