-35.7%
U vs IWF
+138.0%
-173.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +2.9% |
| 7D | +5.5% | -0.9% | +6.4% | +7.5% |
| 30D | -1.3% | -1.7% | +0.4% | +1.9% |
| 3M | +64.6% | +0.7% | +63.9% | +60.9% |
| 6M | +119.4% | +8.6% | +110.8% | +83.7% |
| YTD | -0.5% | +3.5% | -4.0% | -6.4% |
| 1Y | +1.3% | +7.0% | -5.7% | -9.9% |
| 3Y | +15.6% | +76.3% | -60.7% | -65.1% |
| 5Y | -67.5% | +74.8% | -142.2% | -88.4% |
| All | -35.7% | +138.0% | -173.7% | -86.8% |
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