+262.0%
TER vs IWF
+81.4%
+180.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +0.5% | +0.1% | -0.3% |
| 30D | -8.3% | -0.4% | -7.9% | -7.4% |
| 3M | -12.2% | -2.6% | -9.6% | -5.8% |
| 6M | +17.1% | +9.1% | +7.9% | +5.6% |
| YTD | +84.7% | +4.5% | +80.2% | +78.3% |
| 1Y | +199.9% | +10.1% | +189.8% | +170.7% |
| All | +262.0% | +81.4% | +180.6% | +67.3% |
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