-18.9%
EXE vs IWF
-1.6%
-17.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -4.7% | -4.2% | -0.5% | -5.2% |
| 30D | +1.0% | -8.1% | +9.2% | -0.1% |
| 3M | -5.6% | -5.1% | -0.6% | -6.2% |
| 6M | -12.3% | -1.4% | -10.9% | -12.2% |
| YTD | -19.5% | -0.1% | -19.4% | -18.5% |
| 1Y | -18.9% | -1.3% | -17.6% | -17.1% |
| All | -18.9% | -1.6% | -17.2% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling