+1,719.9%
EBAY vs IWF
+724.4%
+995.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.5% |
| 7D | -0.4% | +1.5% | -1.9% | -2.0% |
| 30D | -6.3% | -1.3% | -5.0% | -5.3% |
| 3M | -3.3% | +0.1% | -3.4% | -4.5% |
| 6M | +13.5% | +10.3% | +3.2% | +0.3% |
| YTD | +21.2% | +4.2% | +17.0% | +13.9% |
| 1Y | +13.9% | +9.3% | +4.6% | +1.3% |
| 3Y | +153.1% | +79.3% | +73.8% | +21.0% |
| 5Y | +54.5% | +73.8% | -19.3% | -25.2% |
| 10Y | +262.7% | +410.9% | -148.2% | -58.8% |
| All | +1,719.9% | +724.4% | +995.4% | +64.5% |
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