+80.3%
EXE vs IWF
+55.4%
+24.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.3% |
| 7D | +5.3% | +2.8% | +2.5% | +4.2% |
| 30D | -2.2% | -7.5% | +5.4% | +0.6% |
| 3M | -5.9% | -8.5% | +2.6% | -2.9% |
| 6M | -5.7% | -7.4% | +1.7% | -3.5% |
| YTD | -17.8% | -2.6% | -15.2% | -17.9% |
| 1Y | -23.1% | -1.8% | -21.3% | -23.5% |
| 3Y | +21.2% | +65.5% | -44.3% | -7.0% |
| All | +80.3% | +55.4% | +24.9% | +41.3% |
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 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