+727.5%
IWF vs EAT
+2,330.9%
-1,603.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -0.4% | +1.9% | -2.3% | -1.0% |
| 3M | -2.6% | +68.7% | -71.3% | -12.3% |
| 6M | +9.1% | +66.9% | -57.7% | -2.3% |
| YTD | +4.5% | +60.4% | -55.9% | -6.1% |
| 1Y | +10.1% | +44.0% | -33.9% | +0.3% |
| 3Y | +77.6% | +604.7% | -527.0% | +15.1% |
| 5Y | +73.7% | +347.0% | -273.3% | +18.2% |
| 10Y | +411.5% | +390.8% | +20.8% | +195.2% |
| All | +727.5% | +2,330.9% | -1,603.3% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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