-53.1%
TEAM vs IWF
+72.9%
-125.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | -4.7% | +0.5% | -5.2% | -5.3% |
| 30D | +17.0% | -1.4% | +18.4% | +19.5% |
| 3M | +85.9% | +0.4% | +85.5% | +82.6% |
| 6M | +116.7% | +8.5% | +108.2% | +89.2% |
| YTD | +9.6% | +3.7% | +5.9% | +2.6% |
| 1Y | -2.5% | +8.5% | -11.0% | -15.7% |
| 3Y | -14.0% | +78.5% | -92.5% | -68.7% |
| 5Y | -53.1% | +73.6% | -126.7% | -80.1% |
| All | -53.1% | +72.9% | -125.9% | -80.1% |
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