+20,450.1%
TSCO vs IWF
+720.7%
+19,729.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -2.5% | +0.5% | -3.0% | -2.8% |
| 30D | -1.1% | -1.4% | +0.3% | -0.2% |
| 3M | +14.3% | +0.4% | +13.8% | +13.2% |
| 6M | -31.9% | +8.5% | -40.3% | -36.3% |
| YTD | -30.7% | +3.7% | -34.4% | -33.2% |
| 1Y | -41.1% | +8.5% | -49.5% | -45.3% |
| 3Y | -17.1% | +78.5% | -95.7% | -48.4% |
| 5Y | -7.5% | +73.6% | -81.2% | -42.3% |
| 10Y | +192.6% | +421.3% | -228.7% | -24.9% |
| All | +20,450.1% | +720.7% | +19,729.4% | +2,797.2% |
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 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