+46.2%
EXC vs IWF
+73.3%
-27.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.2% | +1.5% | -0.3% | +1.0% |
| 30D | -2.7% | -1.3% | -1.5% | -2.6% |
| 3M | -1.0% | +0.1% | -1.1% | -1.0% |
| 6M | -9.3% | +10.3% | -19.5% | -10.8% |
| YTD | +3.6% | +4.2% | -0.5% | +2.8% |
| 1Y | +5.9% | +9.3% | -3.4% | +4.1% |
| 3Y | +21.3% | +79.3% | -58.1% | +2.4% |
| 5Y | +46.2% | +73.8% | -27.6% | +17.7% |
| All | +46.2% | +73.3% | -27.2% | +17.7% |
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