+682.7%
IWF vs EIX
+572.4%
+110.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.4% |
| 7D | -1.1% | -2.5% | +1.5% | -0.5% |
| 30D | -8.3% | +7.7% | -16.0% | -9.7% |
| 3M | -5.6% | -12.9% | +7.3% | -3.9% |
| 6M | -5.4% | -12.7% | +7.3% | -4.1% |
| YTD | -1.2% | +5.5% | -6.6% | -4.2% |
| 1Y | -2.7% | +9.4% | -12.0% | -6.5% |
| 3Y | +67.8% | +9.7% | +58.1% | +58.1% |
| 5Y | +60.1% | +16.9% | +43.2% | +47.9% |
| 10Y | +392.2% | +34.3% | +357.9% | +326.0% |
| All | +682.7% | +572.4% | +110.3% | +409.0% |
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