+240.4%
TPR vs IWF
+73.7%
+166.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.5% | -2.8% | -2.8% |
| 30D | -23.0% | -0.4% | -22.6% | -23.1% |
| 3M | -12.5% | -2.6% | -9.9% | -11.2% |
| 6M | -21.4% | +9.1% | -30.6% | -28.5% |
| YTD | -3.5% | +4.5% | -8.0% | -8.6% |
| 1Y | +17.4% | +10.1% | +7.3% | +5.8% |
| 3Y | +291.3% | +77.6% | +213.6% | +119.3% |
| All | +240.4% | +73.7% | +166.7% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling