-39.0%
U vs IWF
+140.2%
-179.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +0.5% | -4.3% | -4.8% |
| 30D | +17.5% | -0.4% | +17.8% | +17.9% |
| 3M | +38.7% | -2.6% | +41.3% | +45.0% |
| 6M | +104.4% | +9.1% | +95.3% | +69.7% |
| YTD | -5.7% | +4.5% | -10.2% | -12.9% |
| 1Y | +3.7% | +10.1% | -6.4% | -12.9% |
| 3Y | +12.3% | +77.6% | -65.3% | -66.6% |
| 5Y | -68.8% | +73.7% | -142.5% | -88.9% |
| All | -39.0% | +140.2% | -179.2% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling