+64.2%
T vs IWF
+72.9%
-8.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +4.6% | -1.4% | +6.0% | +4.7% |
| 3M | +12.2% | +0.4% | +11.8% | +12.1% |
| 6M | -6.5% | +8.5% | -14.9% | -7.3% |
| YTD | +4.9% | +3.7% | +1.2% | +4.4% |
| 1Y | -10.5% | +8.5% | -19.0% | -11.5% |
| 3Y | +104.6% | +78.5% | +26.1% | +79.0% |
| 5Y | +64.2% | +73.6% | -9.4% | +32.4% |
| All | +64.2% | +72.9% | -8.7% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling