+29.2%
TPR vs IWF
-3.5%
+32.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | +5.3% | -6.4% | -2.1% |
| 30D | +15.1% | -8.6% | +23.7% | +18.4% |
| 3M | -13.4% | -6.5% | -6.9% | -11.9% |
| 6M | +1.4% | -5.6% | +7.0% | +2.1% |
| YTD | +4.8% | -1.5% | +6.3% | 0.0% |
| 1Y | +29.2% | -2.8% | +32.0% | +24.6% |
| All | +29.2% | -3.5% | +32.7% | +24.6% |
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