+79.3%
IWF vs EL
-30.9%
+110.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +1.5% | +1.7% | -0.2% | +1.3% |
| 30D | -1.3% | +15.5% | -16.8% | -3.4% |
| 3M | +0.1% | +20.6% | -20.4% | -2.7% |
| 6M | +10.3% | +10.5% | -0.2% | +7.9% |
| YTD | +4.2% | -1.9% | +6.0% | +3.1% |
| 1Y | +9.3% | +16.1% | -6.8% | +5.2% |
| 3Y | +79.3% | -30.2% | +109.6% | +75.9% |
| All | +79.3% | -30.9% | +110.3% | +75.9% |
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