-72.4%
U vs IWF
+55.7%
-128.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -0.5% |
| 7D | +24.4% | -2.9% | +27.3% | +28.2% |
| 30D | +7.4% | -10.9% | +18.2% | +31.7% |
| 3M | +16.8% | -8.1% | +24.9% | +34.0% |
| 6M | +78.8% | -7.5% | +86.3% | +101.8% |
| YTD | +14.0% | -3.4% | +17.4% | +19.4% |
| 1Y | +16.7% | -5.0% | +21.7% | +27.2% |
| 3Y | +86.4% | +64.0% | +22.4% | -40.4% |
| All | -72.4% | +55.7% | -128.1% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling