-68.9%
U vs IWF
+71.2%
-140.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.8% |
| 7D | 0.0% | -1.7% | +1.7% | +3.5% |
| 30D | -4.1% | -1.8% | -2.3% | -0.8% |
| 3M | +57.8% | +1.5% | +56.4% | +51.4% |
| 6M | +103.5% | +7.7% | +95.8% | +72.3% |
| YTD | -4.8% | +2.7% | -7.5% | -9.2% |
| 1Y | -2.4% | +6.8% | -9.1% | -13.1% |
| 3Y | +11.7% | +76.9% | -65.2% | -68.6% |
| 5Y | -68.9% | +73.4% | -142.3% | -89.5% |
| All | -68.9% | +71.2% | -140.0% | -89.5% |
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