+433.8%
TER vs IWF
+727.1%
-293.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +0.5% | +0.1% | -0.2% |
| 30D | -8.3% | -0.4% | -7.9% | -7.5% |
| 3M | -12.2% | -2.6% | -9.6% | -6.0% |
| 6M | +17.1% | +9.1% | +7.9% | +6.5% |
| YTD | +84.7% | +4.5% | +80.2% | +79.7% |
| 1Y | +199.9% | +10.1% | +189.8% | +172.8% |
| 3Y | +232.8% | +77.6% | +155.1% | +51.4% |
| 5Y | +198.6% | +73.7% | +124.9% | +43.4% |
| 10Y | +1,669.7% | +411.5% | +1,258.2% | +60.0% |
| All | +433.8% | +727.1% | -293.3% | -74.4% |
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 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