+2,926.4%
V vs IWF
+1,003.9%
+1,922.5%
-51.9%
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 | -1.7% | +0.5% | -2.2% | -2.2% |
| 30D | +2.0% | -0.4% | +2.3% | +2.1% |
| 3M | +17.4% | -2.6% | +20.0% | +18.8% |
| 6M | +17.5% | +9.1% | +8.3% | +6.8% |
| YTD | +7.6% | +4.5% | +3.1% | +1.6% |
| 1Y | +7.7% | +10.1% | -2.4% | -3.5% |
| 3Y | +54.7% | +77.6% | -23.0% | -14.9% |
| 5Y | +73.0% | +73.7% | -0.7% | -5.0% |
| 10Y | +390.9% | +411.5% | -20.7% | -10.9% |
| All | +2,926.4% | +1,003.9% | +1,922.5% | +182.3% |
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