+995.4%
TER vs IWF
+383.8%
+611.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -3.7% |
| 7D | +14.4% | +2.8% | +11.5% | +10.4% |
| 30D | -30.6% | -7.5% | -23.0% | -20.5% |
| 3M | -39.2% | -8.5% | -30.7% | -28.8% |
| 6M | -31.3% | -7.4% | -23.9% | -19.0% |
| YTD | +29.1% | -2.6% | +31.7% | +43.3% |
| 1Y | +47.4% | -1.8% | +49.3% | +62.6% |
| 3Y | +191.2% | +65.5% | +125.8% | +65.4% |
| 5Y | +74.0% | +55.8% | +18.1% | +10.0% |
| All | +995.4% | +383.8% | +611.6% | +47.8% |
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