+73.6%
IWF vs EIX
+24.3%
+49.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | +0.5% | +4.1% | -3.5% | -0.2% |
| 30D | -1.4% | -15.3% | +13.9% | +0.5% |
| 3M | +0.4% | -18.4% | +18.9% | +2.8% |
| 6M | +8.5% | -16.8% | +25.3% | +10.3% |
| YTD | +3.7% | -0.6% | +4.2% | +0.7% |
| 1Y | +8.5% | +10.7% | -2.2% | +2.2% |
| 3Y | +78.5% | -4.5% | +83.0% | +69.1% |
| 5Y | +73.6% | +24.0% | +49.6% | +50.3% |
| All | +73.6% | +24.3% | +49.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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