+267.8%
TER vs IWF
+671.5%
-403.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +8.2% |
| 7D | -5.8% | -1.0% | -4.7% | -3.1% |
| 30D | -38.9% | -10.1% | -28.8% | -26.5% |
| 3M | -35.1% | -7.6% | -27.5% | -24.7% |
| 6M | -31.6% | -6.7% | -24.8% | -19.7% |
| YTD | +27.2% | -2.5% | +29.8% | +41.2% |
| 1Y | +35.2% | -2.1% | +37.3% | +49.8% |
| 3Y | +192.8% | +68.6% | +124.2% | +48.2% |
| 5Y | +72.4% | +55.8% | +16.6% | +0.1% |
| 10Y | +1,001.8% | +383.3% | +618.6% | +11.4% |
| All | +267.8% | +671.5% | -403.7% | -79.9% |
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