+727.5%
IWF vs EL
+557.5%
+170.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | -0.4% | +19.8% | -20.2% | -6.3% |
| 3M | -2.6% | +25.7% | -28.3% | -10.0% |
| 6M | +9.1% | +5.4% | +3.7% | +5.3% |
| YTD | +4.5% | +0.2% | +4.3% | +1.1% |
| 1Y | +10.1% | +20.4% | -10.4% | -0.3% |
| 3Y | +77.6% | -32.1% | +109.8% | +80.2% |
| 5Y | +73.7% | -67.2% | +140.9% | +123.1% |
| 10Y | +411.5% | +31.7% | +379.8% | +300.5% |
| All | +727.5% | +557.5% | +170.0% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling