+63.8%
EW vs IWF
+68.4%
-4.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +0.8% |
| 7D | +6.5% | -1.1% | +7.6% | +6.8% |
| 30D | +22.5% | -8.3% | +30.7% | +26.8% |
| 3M | +13.0% | -5.6% | +18.5% | +15.3% |
| 6M | +37.1% | -5.4% | +42.5% | +39.6% |
| YTD | +24.1% | -1.2% | +25.3% | +23.6% |
| 1Y | +24.2% | -2.6% | +26.9% | +24.5% |
| All | +63.8% | +68.4% | -4.6% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling