+13.5%
U vs IWF
+79.6%
-66.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.1% |
| 7D | +4.5% | +1.5% | +3.0% | +2.1% |
| 30D | -0.6% | -1.3% | +0.7% | +1.2% |
| 3M | +48.4% | +0.1% | +48.3% | +47.7% |
| 6M | +115.4% | +10.3% | +105.1% | +84.3% |
| YTD | -3.2% | +4.2% | -7.4% | -7.8% |
| 1Y | -6.0% | +9.3% | -15.4% | -15.8% |
| 3Y | +13.5% | +79.3% | -65.9% | -48.9% |
| All | +13.5% | +79.6% | -66.2% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling