+129.6%
IEF vs IWF
+1,606.8%
-1,477.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | +1.5% | -1.4% | +0.2% |
| 30D | -0.7% | -1.3% | +0.5% | -0.8% |
| 3M | -0.4% | +0.1% | -0.6% | -0.4% |
| 6M | -2.5% | +10.3% | -12.8% | -1.5% |
| YTD | -1.6% | +4.2% | -5.7% | -1.2% |
| 1Y | -1.3% | +9.3% | -10.6% | -0.4% |
| 3Y | +10.1% | +79.3% | -69.2% | +17.1% |
| 5Y | -8.3% | +73.8% | -82.1% | -2.7% |
| 10Y | +4.5% | +410.9% | -406.4% | +31.3% |
| All | +129.6% | +1,606.8% | -1,477.2% | +258.4% |
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