+802.8%
TEAM vs IWF
+436.6%
+366.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.4% | +0.5% | -1.0% | -1.0% |
| 30D | +67.3% | -0.4% | +67.7% | +68.7% |
| 3M | +86.8% | -2.6% | +89.4% | +91.4% |
| 6M | +146.8% | +9.1% | +137.7% | +118.6% |
| YTD | +16.9% | +4.5% | +12.4% | +9.7% |
| 1Y | +12.8% | +10.1% | +2.7% | -1.6% |
| 3Y | -7.3% | +77.6% | -84.9% | -56.5% |
| 5Y | -50.7% | +73.7% | -124.4% | -74.7% |
| 10Y | +529.8% | +411.5% | +118.3% | -11.7% |
| All | +802.8% | +436.6% | +366.2% | +14.2% |
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