+9.5%
TPR vs IWF
+8.6%
+0.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | -7.3% | +0.5% | -7.8% | -7.6% |
| 30D | -30.7% | -1.4% | -29.4% | -30.3% |
| 3M | -21.6% | +0.4% | -22.1% | -22.3% |
| 6M | -21.3% | +8.5% | -29.8% | -28.0% |
| YTD | -10.2% | +3.7% | -13.8% | -14.5% |
| 1Y | +9.5% | +8.5% | +1.0% | -2.5% |
| All | +9.5% | +8.6% | +0.9% | -2.5% |
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