+1,063.5%
EQT vs IWF
+713.0%
+350.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | -1.2% | -1.7% | +0.5% | +0.1% |
| 30D | +1.1% | -1.8% | +2.9% | +2.3% |
| 3M | +4.8% | +1.5% | +3.3% | +2.8% |
| 6M | -10.6% | +7.7% | -18.3% | -16.6% |
| YTD | +3.4% | +2.7% | +0.7% | -0.3% |
| 1Y | +8.7% | +6.8% | +1.9% | +1.5% |
| 3Y | +35.0% | +76.9% | -41.9% | -15.6% |
| 5Y | +204.2% | +73.4% | +130.9% | +89.0% |
| 10Y | +52.5% | +416.4% | -364.0% | -62.6% |
| All | +1,063.5% | +713.0% | +350.5% | +45.6% |
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