+125.6%
EW vs IWF
+412.6%
-287.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | -5.1% | +0.5% | -5.6% | -5.5% |
| 30D | -6.4% | -1.4% | -5.0% | -5.5% |
| 3M | -1.6% | +0.4% | -2.0% | -2.5% |
| 6M | +2.3% | +8.5% | -6.2% | -4.9% |
| YTD | +1.1% | +3.7% | -2.6% | -2.7% |
| 1Y | +8.0% | +8.5% | -0.5% | -0.1% |
| 3Y | +16.3% | +78.5% | -62.2% | -31.7% |
| 5Y | -29.4% | +73.6% | -103.1% | -57.8% |
| 10Y | +125.6% | +421.3% | -295.7% | -61.8% |
| All | +125.6% | +412.6% | -287.0% | -61.8% |
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