+665.3%
IWF vs EL
+618.1%
+47.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | +7.6% | -10.5% | -5.1% |
| 30D | -10.9% | +15.7% | -26.5% | -14.9% |
| 3M | -8.1% | +30.5% | -38.6% | -16.1% |
| 6M | -7.5% | +32.5% | -40.1% | -16.6% |
| YTD | -3.4% | +9.4% | -12.8% | -9.3% |
| 1Y | -5.0% | +28.4% | -33.4% | -15.5% |
| 3Y | +64.0% | +4.4% | +59.6% | +44.9% |
| 5Y | +56.8% | -64.5% | +121.3% | +96.3% |
| 10Y | +381.2% | +64.9% | +316.3% | +250.1% |
| All | +665.3% | +618.1% | +47.1% | +202.2% |
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