+605.9%
EXC vs IWF
+727.1%
-121.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +0.3% | +0.5% | -0.3% | 0.0% |
| 30D | -3.7% | -0.4% | -3.3% | -3.6% |
| 3M | -1.3% | -2.6% | +1.3% | -0.6% |
| 6M | -9.7% | +9.1% | -18.9% | -14.3% |
| YTD | +2.9% | +4.5% | -1.6% | -0.5% |
| 1Y | +4.4% | +10.1% | -5.7% | -1.9% |
| 3Y | +22.2% | +77.6% | -55.4% | -13.9% |
| 5Y | +46.7% | +73.7% | -27.0% | +1.9% |
| 10Y | +155.3% | +411.5% | -256.2% | -2.7% |
| All | +605.9% | +727.1% | -121.1% | +37.3% |
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