+727.5%
IWF vs EFX
+1,315.2%
-587.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +2.7% |
| 7D | +0.5% | -8.6% | +9.2% | +4.3% |
| 30D | -0.4% | +0.1% | -0.5% | -0.8% |
| 3M | -2.6% | +3.8% | -6.5% | -5.8% |
| 6M | +9.1% | -13.5% | +22.7% | +13.3% |
| YTD | +4.5% | -17.7% | +22.1% | +9.7% |
| 1Y | +10.1% | -25.6% | +35.7% | +19.8% |
| 3Y | +77.6% | -12.1% | +89.7% | +71.8% |
| 5Y | +73.7% | -33.8% | +107.5% | +86.7% |
| 10Y | +411.5% | +45.1% | +366.4% | +254.4% |
| All | +727.5% | +1,315.2% | -587.7% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling