+41.3%
ICE vs IWF
+77.2%
-35.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +4.0% | -1.4% | +5.3% | +4.3% |
| 3M | +11.0% | +0.4% | +10.5% | +10.6% |
| 6M | -5.0% | +8.5% | -13.4% | -7.6% |
| YTD | -2.7% | +3.7% | -6.4% | -4.1% |
| 1Y | -8.6% | +8.5% | -17.1% | -11.4% |
| All | +41.3% | +77.2% | -35.9% | +10.0% |
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 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