+15.7%
RF vs IWF
+9.4%
+6.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | -3.4% | -1.3% | -2.1% | -3.0% |
| 3M | +6.4% | +0.1% | +6.2% | +6.2% |
| 6M | +13.4% | +10.3% | +3.1% | +7.3% |
| YTD | +14.2% | +4.2% | +10.1% | +10.0% |
| 1Y | +15.7% | +9.3% | +6.4% | +14.5% |
| All | +15.7% | +9.4% | +6.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling