+554.0%
XYZ vs IWF
+384.9%
+169.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | -0.4% |
| 7D | +12.1% | -5.0% | +17.1% | +21.7% |
| 30D | +12.4% | -13.2% | +25.6% | +41.6% |
| 3M | +8.2% | -9.4% | +17.6% | +26.6% |
| 6M | +20.7% | -8.6% | +29.3% | +37.9% |
| YTD | +31.3% | -5.3% | +36.6% | +42.0% |
| 1Y | +20.5% | -5.0% | +25.5% | +29.2% |
| 3Y | +72.6% | +64.6% | +8.0% | -31.7% |
| 5Y | -64.0% | +50.8% | -114.8% | -80.9% |
| 10Y | +601.8% | +385.7% | +216.1% | -25.1% |
| All | +554.0% | +384.9% | +169.1% | -33.9% |
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