+6,953.3%
EW vs IWF
+679.4%
+6,274.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +4.9% | +5.3% | -0.3% | +1.6% |
| 30D | +24.1% | -8.6% | +32.7% | +30.8% |
| 3M | +13.7% | -6.5% | +20.2% | +18.0% |
| 6M | +32.7% | -5.6% | +38.3% | +36.3% |
| YTD | +24.1% | -1.5% | +25.6% | +23.8% |
| 1Y | +23.6% | -2.8% | +26.5% | +24.3% |
| 3Y | +64.8% | +67.1% | -2.4% | +14.0% |
| 5Y | -8.8% | +57.6% | -66.4% | -34.8% |
| 10Y | +248.8% | +390.4% | -141.6% | +26.7% |
| All | +6,953.3% | +679.4% | +6,274.0% | +1,527.5% |
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