+313.2%
RF vs IWF
+727.1%
-413.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.3% | +0.5% | +0.8% | +0.8% |
| 30D | -3.6% | -0.4% | -3.2% | -3.3% |
| 3M | +8.1% | -2.6% | +10.7% | +9.9% |
| 6M | +11.5% | +9.1% | +2.3% | +0.1% |
| YTD | +15.6% | +4.5% | +11.1% | +8.4% |
| 1Y | +15.7% | +10.1% | +5.6% | +2.1% |
| 3Y | +86.9% | +77.6% | +9.3% | -4.7% |
| 5Y | +89.8% | +73.7% | +16.1% | -4.5% |
| 10Y | +344.7% | +411.5% | -66.9% | -38.5% |
| All | +313.2% | +727.1% | -413.9% | -74.4% |
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