+129.5%
TLT vs IWF
+1,519.4%
-1,390.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | +0.5% |
| 7D | -1.0% | -1.1% | +0.1% | -1.2% |
| 30D | +4.1% | -8.3% | +12.4% | +2.5% |
| 3M | -0.4% | -5.6% | +5.2% | -1.3% |
| 6M | -3.2% | -5.4% | +2.3% | -4.0% |
| YTD | -3.5% | -1.2% | -2.3% | -3.5% |
| 1Y | -5.8% | -2.6% | -3.2% | -6.1% |
| 3Y | +4.6% | +67.8% | -63.2% | +17.8% |
| 5Y | -34.4% | +60.1% | -94.5% | -26.9% |
| 10Y | -11.4% | +392.2% | -403.6% | +42.3% |
| All | +129.5% | +1,519.4% | -1,390.0% | +456.0% |
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 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