+42.1%
U vs IWF
-3.4%
+45.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +6.5% |
| 7D | +2.6% | +2.8% | -0.2% | -0.9% |
| 30D | +27.6% | -7.5% | +35.1% | +40.8% |
| 3M | +15.3% | -8.5% | +23.8% | +29.8% |
| 6M | +96.4% | -7.4% | +103.8% | +118.5% |
| YTD | +19.6% | -2.6% | +22.2% | +31.2% |
| 1Y | +42.1% | -1.8% | +44.0% | +53.8% |
| All | +42.1% | -3.4% | +45.5% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling