+6.8%
IWF vs ELF
-31.2%
+37.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -1.7% | -10.8% | +9.1% | -0.8% |
| 30D | -1.8% | +0.8% | -2.7% | -2.0% |
| 3M | +1.5% | +64.8% | -63.3% | -2.9% |
| 6M | +7.7% | +19.0% | -11.3% | +5.5% |
| YTD | +2.7% | +25.9% | -23.2% | -0.2% |
| 1Y | +6.8% | -28.8% | +35.5% | +8.8% |
| All | +6.8% | -31.2% | +37.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling