+638.0%
XYZ vs IWF
+391.9%
+246.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | -1.5% |
| 7D | +14.9% | -1.0% | +15.9% | +16.4% |
| 30D | +14.7% | -10.1% | +24.7% | +36.3% |
| 3M | +12.1% | -7.6% | +19.7% | +27.1% |
| 6M | +18.3% | -6.7% | +25.1% | +30.8% |
| YTD | +36.1% | -2.5% | +38.6% | +40.0% |
| 1Y | +35.3% | -2.1% | +37.4% | +37.6% |
| 3Y | +73.5% | +68.6% | +4.8% | -35.9% |
| 5Y | -61.6% | +55.8% | -117.4% | -81.2% |
| 10Y | +638.0% | +383.3% | +254.7% | -41.4% |
| All | +638.0% | +391.9% | +246.1% | -41.4% |
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