+65.5%
IWF vs ELF
+24.2%
+41.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.5% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | -7.5% | +9.1% | -16.7% | -8.4% |
| 3M | -8.5% | +28.2% | -36.7% | -11.0% |
| 6M | -7.4% | +119.5% | -127.0% | -15.4% |
| YTD | -2.6% | +55.2% | -57.8% | -8.4% |
| 1Y | -1.8% | +58.6% | -60.4% | -8.0% |
| 3Y | +65.5% | +21.3% | +44.2% | +47.7% |
| All | +65.5% | +24.2% | +41.2% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling