+66.9%
T vs IWF
+418.7%
-351.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | +4.3% | -1.8% | +6.1% | +4.8% |
| 3M | +11.6% | +1.5% | +10.1% | +10.6% |
| 6M | -5.6% | +7.7% | -13.3% | -8.4% |
| YTD | +6.6% | +2.7% | +3.8% | +4.8% |
| 1Y | -8.4% | +6.8% | -15.1% | -11.3% |
| 3Y | +107.8% | +76.9% | +31.0% | +59.3% |
| 5Y | +68.3% | +73.4% | -5.1% | +27.2% |
| All | +66.9% | +418.7% | -351.7% | -35.8% |
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