+40.0%
ICE vs IWF
+71.2%
-31.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -5.3% | -1.7% | -3.6% | -4.6% |
| 30D | +3.0% | -1.8% | +4.9% | +3.8% |
| 3M | +11.4% | +1.5% | +10.0% | +10.3% |
| 6M | -2.0% | +7.7% | -9.7% | -6.0% |
| YTD | -3.1% | +2.7% | -5.8% | -5.0% |
| 1Y | -8.4% | +6.8% | -15.1% | -12.0% |
| 3Y | +40.7% | +76.9% | -36.1% | -0.4% |
| 5Y | +40.0% | +73.4% | -33.4% | -3.5% |
| All | +40.0% | +71.2% | -31.2% | -3.5% |
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