+1,767.0%
TRV vs IWF
+724.4%
+1,042.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +0.5% | +1.5% | -1.0% | -0.5% |
| 30D | -4.9% | -1.3% | -3.6% | -4.1% |
| 3M | +23.7% | +0.1% | +23.6% | +22.6% |
| 6M | +20.3% | +10.3% | +10.0% | +11.0% |
| YTD | +27.1% | +4.2% | +22.9% | +21.5% |
| 1Y | +35.3% | +9.3% | +26.0% | +24.6% |
| 3Y | +139.8% | +79.3% | +60.5% | +49.4% |
| 5Y | +153.9% | +73.8% | +80.1% | +54.5% |
| 10Y | +285.9% | +410.9% | -125.0% | -4.6% |
| All | +1,767.0% | +724.4% | +1,042.6% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling