+64.2%
IWF vs EL
+4.5%
+59.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | +7.6% | -10.5% | -3.9% |
| 30D | -10.9% | +15.7% | -26.5% | -12.7% |
| 3M | -8.1% | +30.5% | -38.6% | -11.8% |
| 6M | -7.5% | +32.5% | -40.1% | -11.8% |
| YTD | -3.4% | +9.4% | -12.8% | -6.0% |
| 1Y | -5.0% | +28.4% | -33.4% | -10.1% |
| All | +64.2% | +4.5% | +59.7% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling