-4.7%
TOST vs IWF
-6.4%
+1.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | +9.4% | -5.0% | +14.4% | +12.4% |
| 30D | +13.5% | -13.2% | +26.7% | +24.0% |
| 3M | -0.1% | -9.4% | +9.3% | +5.6% |
| 6M | +22.5% | -8.6% | +31.0% | +28.4% |
| YTD | -2.4% | -5.3% | +2.9% | -0.2% |
| 1Y | -4.7% | -5.0% | +0.3% | -2.9% |
| All | -4.7% | -6.4% | +1.7% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling