+219.1%
TER vs IWF
+73.3%
+145.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.7% |
| 7D | +11.0% | +1.5% | +9.5% | +8.4% |
| 30D | -1.9% | -1.3% | -0.6% | +0.3% |
| 3M | -0.7% | +0.1% | -0.8% | +1.4% |
| 6M | +36.4% | +10.3% | +26.1% | +22.4% |
| YTD | +92.4% | +4.2% | +88.3% | +88.0% |
| 1Y | +213.5% | +9.3% | +204.2% | +189.4% |
| 3Y | +277.2% | +79.3% | +197.9% | +81.9% |
| 5Y | +219.1% | +73.8% | +145.4% | +66.4% |
| All | +219.1% | +73.3% | +145.8% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling