+131.2%
TLT vs IWF
+1,606.8%
-1,475.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | -0.1% |
| 7D | +0.4% | +1.5% | -1.1% | +0.7% |
| 30D | -0.3% | -1.3% | +1.0% | -0.5% |
| 3M | -1.7% | +0.1% | -1.9% | -1.7% |
| 6M | -4.9% | +10.3% | -15.2% | -3.0% |
| YTD | -2.8% | +4.2% | -6.9% | -1.9% |
| 1Y | -4.2% | +9.3% | -13.5% | -2.3% |
| 3Y | -1.1% | +79.3% | -80.4% | +12.8% |
| 5Y | -33.7% | +73.8% | -107.5% | -24.8% |
| 10Y | -20.7% | +410.9% | -431.6% | +28.1% |
| All | +131.2% | +1,606.8% | -1,475.6% | +465.4% |
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