+294.3%
TER vs IWF
+679.4%
-385.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +24.0% | +5.3% | +18.7% | +15.1% |
| 30D | -30.6% | -8.6% | -22.0% | -18.6% |
| 3M | -34.5% | -6.5% | -28.0% | -25.2% |
| 6M | -26.4% | -5.6% | -20.7% | -15.0% |
| YTD | +36.4% | -1.5% | +38.0% | +49.3% |
| 1Y | +47.4% | -2.8% | +50.2% | +65.6% |
| 3Y | +202.6% | +67.1% | +135.4% | +55.4% |
| 5Y | +83.9% | +57.6% | +26.3% | +5.0% |
| 10Y | +1,068.0% | +390.4% | +677.6% | +15.6% |
| All | +294.3% | +679.4% | -385.0% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling