+72.6%
XYZ vs IWF
+65.2%
+7.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +0.1% |
| 7D | +12.1% | -5.0% | +17.1% | +19.4% |
| 30D | +12.4% | -13.2% | +25.6% | +34.2% |
| 3M | +8.2% | -9.4% | +17.6% | +22.2% |
| 6M | +20.7% | -8.6% | +29.3% | +34.3% |
| YTD | +31.3% | -5.3% | +36.6% | +40.2% |
| 1Y | +20.5% | -5.0% | +25.5% | +28.0% |
| 3Y | +72.6% | +64.6% | +8.0% | -12.0% |
| All | +72.6% | +65.2% | +7.4% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling