+682.7%
IWF vs ED
+1,081.7%
-398.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -8.3% | +11.2% | -19.5% | -11.5% |
| 3M | -5.6% | +11.8% | -17.3% | -9.2% |
| 6M | -5.4% | +14.1% | -19.5% | -10.0% |
| YTD | -1.2% | +23.0% | -24.1% | -8.7% |
| 1Y | -2.7% | +23.7% | -26.3% | -10.3% |
| 3Y | +67.8% | +47.7% | +20.0% | +41.1% |
| 5Y | +60.1% | +82.6% | -22.5% | +22.6% |
| 10Y | +392.2% | +141.8% | +250.4% | +220.5% |
| All | +682.7% | +1,081.7% | -398.9% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling