+192.8%
TER vs IWF
+67.0%
+125.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +7.4% |
| 7D | -5.8% | -1.0% | -4.7% | -2.8% |
| 30D | -38.9% | -10.1% | -28.8% | -24.5% |
| 3M | -35.1% | -7.6% | -27.5% | -23.0% |
| 6M | -31.6% | -6.7% | -24.8% | -18.2% |
| YTD | +27.2% | -2.5% | +29.8% | +42.7% |
| 1Y | +35.2% | -2.1% | +37.3% | +51.3% |
| 3Y | +192.8% | +68.6% | +124.2% | +43.3% |
| All | +192.8% | +67.0% | +125.8% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling