+73.4%
IWF vs EFX
-37.1%
+110.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | -11.1% | +9.4% | +1.9% |
| 30D | -1.8% | -7.4% | +5.5% | +0.3% |
| 3M | +1.5% | +1.5% | 0.0% | -0.4% |
| 6M | +7.7% | -13.7% | +21.4% | +11.3% |
| YTD | +2.7% | -21.9% | +24.6% | +9.2% |
| 1Y | +6.8% | -30.8% | +37.5% | +18.4% |
| 3Y | +76.9% | -12.4% | +89.2% | +67.8% |
| 5Y | +73.4% | -35.9% | +109.3% | +86.6% |
| All | +73.4% | -37.1% | +110.5% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling