+727.5%
IWF vs ECL
+1,901.7%
-1,174.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.5% | -2.6% | +3.1% | +1.9% |
| 30D | -0.4% | -2.2% | +1.8% | +0.6% |
| 3M | -2.6% | +10.1% | -12.7% | -8.0% |
| 6M | +9.1% | -5.7% | +14.9% | +11.5% |
| YTD | +4.5% | +7.0% | -2.5% | -0.4% |
| 1Y | +10.1% | +2.7% | +7.4% | +6.7% |
| 3Y | +77.6% | +57.7% | +19.9% | +35.1% |
| 5Y | +73.7% | +31.1% | +42.6% | +43.2% |
| 10Y | +411.5% | +150.9% | +260.7% | +184.7% |
| All | +727.5% | +1,901.7% | -1,174.1% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling