+1,006.2%
TER vs IWF
+377.5%
+628.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +1.0% |
| 7D | -8.9% | -2.9% | -6.0% | -3.8% |
| 30D | -39.1% | -10.9% | -28.2% | -26.5% |
| 3M | -32.8% | -8.1% | -24.7% | -22.0% |
| 6M | -31.7% | -7.5% | -24.2% | -19.6% |
| YTD | +26.9% | -3.4% | +30.3% | +42.1% |
| 1Y | +33.6% | -5.0% | +38.6% | +54.0% |
| 3Y | +181.5% | +64.0% | +117.5% | +61.5% |
| 5Y | +76.1% | +56.8% | +19.4% | +10.4% |
| 10Y | +1,006.2% | +381.2% | +625.0% | +54.9% |
| All | +1,006.2% | +377.5% | +628.7% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling