+79.3%
IWF vs ECL
+58.2%
+21.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | -1.3% | -2.5% | +1.2% | -0.6% |
| 3M | +0.1% | +8.3% | -8.2% | -2.8% |
| 6M | +10.3% | -1.1% | +11.4% | +10.3% |
| YTD | +4.2% | +6.5% | -2.4% | +1.1% |
| 1Y | +9.3% | +2.1% | +7.2% | +7.5% |
| 3Y | +79.3% | +57.6% | +21.7% | +53.4% |
| All | +79.3% | +58.2% | +21.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling