+190.4%
ETN vs IWF
+73.7%
+116.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.2% |
| 7D | +3.5% | -0.9% | +4.5% | +4.4% |
| 30D | -7.5% | -1.7% | -5.8% | -6.0% |
| 3M | +8.3% | +0.7% | +7.7% | +8.1% |
| 6M | +20.2% | +8.6% | +11.6% | +12.2% |
| YTD | +34.7% | +3.5% | +31.2% | +31.0% |
| 1Y | +19.4% | +7.0% | +12.4% | +13.2% |
| 3Y | +85.5% | +76.3% | +9.2% | +21.0% |
| All | +190.4% | +73.7% | +116.8% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling