+302.0%
TRV vs IWF
+422.7%
-120.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | +1.9% | -0.9% | +2.9% | +2.4% |
| 30D | +1.7% | -1.7% | +3.4% | +2.5% |
| 3M | +23.9% | +0.7% | +23.2% | +22.9% |
| 6M | +26.3% | +8.6% | +17.7% | +20.5% |
| YTD | +30.8% | +3.5% | +27.3% | +27.4% |
| 1Y | +36.3% | +7.0% | +29.3% | +30.3% |
| 3Y | +145.0% | +76.3% | +68.7% | +76.3% |
| 5Y | +163.9% | +74.8% | +89.1% | +86.7% |
| All | +302.0% | +422.7% | -120.7% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling