+671.1%
IWF vs EL
+607.5%
+63.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.3% |
| 30D | -7.5% | +10.0% | -17.5% | -10.3% |
| 3M | -8.5% | +28.4% | -36.9% | -16.0% |
| 6M | -7.4% | +37.1% | -44.5% | -17.3% |
| YTD | -2.6% | +7.8% | -10.5% | -8.2% |
| 1Y | -1.8% | +26.0% | -27.9% | -12.2% |
| 3Y | +65.5% | +3.8% | +61.6% | +46.3% |
| 5Y | +55.8% | -65.2% | +121.0% | +96.3% |
| 10Y | +384.9% | +62.1% | +322.7% | +254.5% |
| All | +671.1% | +607.5% | +63.6% | +205.8% |
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