+409.4%
IWF vs ED
+109.0%
+300.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.7% | -1.9% | +0.1% | -1.4% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +1.5% | 0.0% | +1.4% | +1.3% |
| 6M | +7.7% | -2.5% | +10.2% | +7.9% |
| YTD | +2.7% | +10.1% | -7.4% | +0.2% |
| 1Y | +6.8% | +13.6% | -6.8% | +3.2% |
| 3Y | +76.9% | +32.4% | +44.4% | +60.8% |
| 5Y | +73.4% | +69.9% | +3.5% | +45.2% |
| All | +409.4% | +109.0% | +300.4% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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