+614.2%
TEAM vs IWF
+400.0%
+214.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.1% |
| 7D | -2.4% | +2.8% | -5.2% | -5.7% |
| 30D | -26.7% | -7.5% | -19.2% | -19.6% |
| 3M | -9.6% | -8.5% | -1.1% | +0.2% |
| 6M | +86.0% | -7.4% | +93.5% | +101.6% |
| YTD | -7.5% | -2.6% | -4.8% | -6.0% |
| 1Y | -1.4% | -1.8% | +0.5% | -1.1% |
| 3Y | -14.3% | +65.5% | -79.8% | -56.5% |
| 5Y | -66.3% | +55.8% | -122.1% | -80.5% |
| 10Y | +445.6% | +384.9% | +60.8% | -19.2% |
| All | +614.2% | +400.0% | +214.3% | -2.1% |
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 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