+580.0%
XYZ vs IWF
+409.9%
+170.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.7% |
| 7D | +2.9% | +1.5% | +1.4% | +0.2% |
| 30D | +1.4% | -1.3% | +2.7% | +3.8% |
| 3M | +14.6% | +0.1% | +14.4% | +13.3% |
| 6M | +20.8% | +10.3% | +10.5% | +0.8% |
| YTD | +23.1% | +4.2% | +18.9% | +14.4% |
| 1Y | +5.6% | +9.3% | -3.7% | -10.1% |
| 3Y | +50.9% | +79.3% | -28.4% | -48.7% |
| 5Y | -68.6% | +73.8% | -142.3% | -87.0% |
| 10Y | +580.0% | +410.9% | +169.1% | -43.6% |
| All | +580.0% | +409.9% | +170.0% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling