-7.4%
EW vs IWF
+59.3%
-66.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +0.3% |
| 7D | +6.5% | -1.1% | +7.6% | +6.9% |
| 30D | +22.5% | -8.3% | +30.7% | +28.7% |
| 3M | +13.0% | -5.6% | +18.5% | +16.4% |
| 6M | +37.1% | -5.4% | +42.5% | +40.5% |
| YTD | +24.1% | -1.2% | +25.3% | +23.4% |
| 1Y | +24.2% | -2.6% | +26.9% | +24.7% |
| 3Y | +64.8% | +67.8% | -3.0% | +7.9% |
| 5Y | -7.4% | +60.1% | -67.5% | -35.8% |
| All | -7.4% | +59.3% | -66.7% | -35.8% |
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 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