+276.1%
EBAY vs IWF
+422.7%
-146.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.1% |
| 7D | +4.2% | -0.9% | +5.1% | +4.9% |
| 30D | +5.6% | -1.7% | +7.4% | +6.7% |
| 3M | -1.4% | +0.7% | -2.1% | -2.5% |
| 6M | +18.2% | +8.6% | +9.7% | +10.6% |
| YTD | +24.8% | +3.5% | +21.3% | +20.8% |
| 1Y | +18.0% | +7.0% | +11.0% | +11.5% |
| 3Y | +160.3% | +76.3% | +83.9% | +63.9% |
| 5Y | +62.1% | +74.8% | -12.6% | +1.5% |
| All | +276.1% | +422.7% | -146.7% | -10.8% |
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