+73.4%
IWF vs ELF
+217.8%
-144.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.3% |
| 7D | -1.7% | -10.8% | +9.1% | -0.1% |
| 30D | -1.8% | +0.8% | -2.7% | -2.1% |
| 3M | +1.5% | +64.8% | -63.3% | -6.2% |
| 6M | +7.7% | +19.0% | -11.3% | +3.9% |
| YTD | +2.7% | +25.9% | -23.2% | -2.5% |
| 1Y | +6.8% | -28.8% | +35.5% | +8.9% |
| 3Y | +76.9% | -29.6% | +106.5% | +64.6% |
| 5Y | +73.4% | +216.2% | -142.9% | -13.8% |
| All | +73.4% | +217.8% | -144.4% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling