+117.9%
RF vs IWF
+68.4%
+49.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.4% |
| 7D | -1.3% | -1.1% | -0.3% | -0.9% |
| 30D | +4.6% | -8.3% | +12.9% | +9.4% |
| 3M | -8.4% | -5.6% | -2.9% | -5.9% |
| 6M | +8.9% | -5.4% | +14.3% | +11.3% |
| YTD | +8.8% | -1.2% | +10.0% | +7.8% |
| 1Y | +18.9% | -2.6% | +21.6% | +19.0% |
| All | +117.9% | +68.4% | +49.5% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling