+29.3%
EXC vs IWF
+66.6%
-37.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.4% |
| 7D | +0.1% | -2.9% | +3.0% | -0.3% |
| 30D | +9.0% | -10.9% | +19.9% | +7.3% |
| 3M | +3.3% | -8.1% | +11.4% | +2.1% |
| 6M | +5.7% | -7.5% | +13.2% | +4.7% |
| YTD | +7.3% | -3.4% | +10.7% | +7.0% |
| 1Y | +2.9% | -5.0% | +7.9% | +2.4% |
| 3Y | +29.3% | +64.0% | -34.7% | +17.0% |
| All | +29.3% | +66.6% | -37.3% | +17.0% |
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