+413.4%
IWF vs EFX
+42.6%
+370.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -4.5% | +3.6% | +0.6% |
| 30D | -1.7% | -6.1% | +4.4% | 0.0% |
| 3M | +0.7% | +6.2% | -5.5% | -2.7% |
| 6M | +8.6% | -11.2% | +19.8% | +11.1% |
| YTD | +3.5% | -21.4% | +24.9% | +9.8% |
| 1Y | +7.0% | -34.3% | +41.3% | +20.9% |
| 3Y | +76.3% | -12.5% | +88.9% | +71.3% |
| 5Y | +74.8% | -35.6% | +110.3% | +86.4% |
| All | +413.4% | +42.6% | +370.9% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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