+310.3%
TPR vs IWF
+81.4%
+228.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.5% | -2.8% | -2.7% |
| 30D | -23.0% | -0.4% | -22.6% | -23.0% |
| 3M | -12.5% | -2.6% | -9.9% | -11.2% |
| 6M | -21.4% | +9.1% | -30.6% | -27.7% |
| YTD | -3.5% | +4.5% | -8.0% | -8.1% |
| 1Y | +17.4% | +10.1% | +7.3% | +7.1% |
| All | +310.3% | +81.4% | +228.9% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling