+357.2%
T vs IWF
+727.1%
-369.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +11.4% | -0.4% | +11.7% | +11.5% |
| 3M | +14.3% | -2.6% | +16.9% | +15.1% |
| 6M | -9.3% | +9.1% | -18.4% | -14.3% |
| YTD | +7.1% | +4.5% | +2.6% | +3.2% |
| 1Y | -9.1% | +10.1% | -19.2% | -15.2% |
| 3Y | +105.3% | +77.6% | +27.7% | +40.9% |
| 5Y | +66.8% | +73.7% | -6.9% | +12.2% |
| 10Y | +66.8% | +411.5% | -344.7% | -45.8% |
| All | +357.2% | +727.1% | -369.9% | -27.3% |
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