+2,316.3%
ICE vs IWF
+1,126.8%
+1,189.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | +0.5% | -1.2% | -1.2% |
| 30D | +7.6% | -0.4% | +8.0% | +7.9% |
| 3M | +13.9% | -2.6% | +16.5% | +15.6% |
| 6M | -2.4% | +9.1% | -11.5% | -12.3% |
| YTD | +0.3% | +4.5% | -4.2% | -6.1% |
| 1Y | -6.4% | +10.1% | -16.5% | -17.5% |
| 3Y | +43.1% | +77.6% | -34.5% | -28.7% |
| 5Y | +42.1% | +73.7% | -31.6% | -31.0% |
| 10Y | +220.9% | +411.5% | -190.6% | -66.2% |
| All | +2,316.3% | +1,126.8% | +1,189.4% | -28.3% |
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 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