+414.2%
IWF vs ECL
+156.3%
+257.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.6% |
| 7D | +0.5% | -2.7% | +3.3% | +1.9% |
| 30D | -1.4% | -4.3% | +2.9% | +0.6% |
| 3M | +0.4% | +3.2% | -2.8% | -1.7% |
| 6M | +8.5% | -2.9% | +11.4% | +9.1% |
| YTD | +3.7% | +4.3% | -0.6% | +0.3% |
| 1Y | +8.5% | +1.6% | +6.8% | +5.8% |
| 3Y | +78.5% | +54.3% | +24.3% | +37.7% |
| 5Y | +73.6% | +26.5% | +47.2% | +45.3% |
| All | +414.2% | +156.3% | +257.9% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling