+299.3%
T vs IWF
+679.4%
-380.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.6% | +5.3% | -3.6% | -1.0% |
| 30D | -2.9% | -8.6% | +5.7% | +1.1% |
| 3M | -7.5% | -6.5% | -1.0% | -4.9% |
| 6M | -9.9% | -5.6% | -4.3% | -8.5% |
| YTD | -6.4% | -1.5% | -4.9% | -7.7% |
| 1Y | -9.4% | -2.8% | -6.6% | -10.1% |
| 3Y | +64.9% | +67.1% | -2.3% | +16.2% |
| 5Y | +57.0% | +57.6% | -0.7% | +10.8% |
| 10Y | +60.8% | +390.4% | -329.6% | -47.1% |
| All | +299.3% | +679.4% | -380.0% | -34.9% |
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