+724.9%
IWF vs EIX
+555.0%
+169.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.3% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | -1.3% | -13.5% | +12.3% | +0.7% |
| 3M | +0.1% | -15.3% | +15.4% | +2.3% |
| 6M | +10.3% | -15.3% | +25.6% | +12.5% |
| YTD | +4.2% | +2.7% | +1.4% | +1.6% |
| 1Y | +9.3% | +17.4% | -8.1% | +3.2% |
| 3Y | +79.3% | -1.3% | +80.7% | +73.2% |
| 5Y | +73.8% | +27.2% | +46.6% | +57.6% |
| 10Y | +410.9% | +22.7% | +388.2% | +350.8% |
| All | +724.9% | +555.0% | +169.9% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling