+0.5%
TFC vs IWF
+58.9%
-58.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | +0.1% | +5.3% | -5.2% | -3.3% |
| 30D | +8.6% | -8.6% | +17.2% | +14.8% |
| 3M | -4.3% | -6.5% | +2.2% | -0.5% |
| 6M | +5.4% | -5.6% | +11.1% | +8.2% |
| YTD | +4.5% | -1.5% | +6.1% | +3.8% |
| 1Y | +14.0% | -2.8% | +16.8% | +14.1% |
| 3Y | +93.4% | +67.1% | +26.2% | +27.6% |
| 5Y | +0.5% | +57.6% | -57.1% | -34.0% |
| All | +0.5% | +58.9% | -58.4% | -34.0% |
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