+396.0%
TPR vs IWF
+65.9%
+330.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.6% |
| 7D | -0.3% | +2.8% | -3.1% | -2.2% |
| 30D | +15.1% | -7.5% | +22.7% | +20.9% |
| 3M | +3.5% | -8.5% | +12.0% | +9.2% |
| 6M | +0.4% | -7.4% | +7.9% | +4.2% |
| YTD | +4.6% | -2.6% | +7.2% | +3.6% |
| 1Y | +33.1% | -1.8% | +34.9% | +30.8% |
| 3Y | +396.0% | +65.5% | +330.5% | +204.2% |
| All | +396.0% | +65.9% | +330.1% | +204.2% |
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