+533.2%
XYZ vs IWF
+435.0%
+98.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +0.5% | -1.5% | -1.8% |
| 30D | -1.7% | -0.4% | -1.3% | -0.9% |
| 3M | +16.7% | -2.6% | +19.4% | +21.2% |
| 6M | +26.9% | +9.1% | +17.7% | +8.2% |
| YTD | +27.1% | +4.5% | +22.7% | +17.7% |
| 1Y | +9.3% | +10.1% | -0.8% | -7.9% |
| 3Y | +42.3% | +77.6% | -35.4% | -49.5% |
| 5Y | -69.3% | +73.7% | -143.0% | -87.0% |
| 10Y | +586.8% | +411.5% | +175.3% | -34.2% |
| All | +533.2% | +435.0% | +98.2% | -45.2% |
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