+306.7%
TPR vs IWF
+412.6%
-105.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.8% |
| 7D | -7.3% | +0.5% | -7.8% | -7.8% |
| 30D | -30.7% | -1.4% | -29.4% | -30.1% |
| 3M | -21.6% | +0.4% | -22.1% | -22.8% |
| 6M | -21.3% | +8.5% | -29.8% | -28.8% |
| YTD | -10.2% | +3.7% | -13.8% | -14.9% |
| 1Y | +9.5% | +8.5% | +1.0% | -1.1% |
| 3Y | +280.8% | +78.5% | +202.3% | +97.1% |
| 5Y | +218.7% | +73.6% | +145.1% | +70.0% |
| 10Y | +306.7% | +421.3% | -114.6% | -36.1% |
| All | +306.7% | +412.6% | -105.9% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling