+284.5%
RF vs IWF
+649.6%
-365.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.7% |
| 7D | -0.9% | -5.0% | +4.1% | +4.1% |
| 30D | +6.0% | -13.2% | +19.2% | +21.9% |
| 3M | -8.9% | -9.4% | +0.5% | -0.1% |
| 6M | +2.3% | -8.6% | +10.9% | +9.9% |
| YTD | +7.6% | -5.3% | +12.9% | +10.7% |
| 1Y | +21.2% | -5.0% | +26.1% | +23.9% |
| 3Y | +108.5% | +64.6% | +43.9% | +13.9% |
| 5Y | +43.2% | +50.8% | -7.6% | -16.8% |
| 10Y | +288.1% | +385.7% | -97.6% | -44.2% |
| All | +284.5% | +649.6% | -365.0% | -73.9% |
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