+20.3%
EXE vs IWF
+77.2%
-56.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | +0.5% | -3.3% | -2.9% |
| 30D | -0.4% | -1.4% | +1.0% | 0.0% |
| 3M | +9.5% | +0.4% | +9.0% | +9.1% |
| 6M | -9.3% | +8.5% | -17.8% | -12.1% |
| YTD | -10.9% | +3.7% | -14.6% | -12.2% |
| 1Y | +4.3% | +8.5% | -4.2% | +0.8% |
| All | +20.3% | +77.2% | -56.9% | -1.2% |
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