+179.3%
EXE vs IWF
+100.2%
+79.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.8% | +1.5% | -3.3% | -2.4% |
| 30D | +6.4% | -1.3% | +7.7% | +6.8% |
| 3M | +9.2% | +0.1% | +9.1% | +8.9% |
| 6M | -7.0% | +10.3% | -17.2% | -11.2% |
| YTD | -9.5% | +4.2% | -13.6% | -11.6% |
| 1Y | +6.2% | +9.3% | -3.1% | +1.5% |
| 3Y | +20.7% | +79.3% | -58.6% | -8.9% |
| 5Y | +103.6% | +73.8% | +29.9% | +49.1% |
| All | +179.3% | +100.2% | +79.1% | +99.0% |
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