+409.8%
IWF vs ELF
+357.0%
+52.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +0.5% | +5.4% | -4.8% | -0.2% |
| 30D | -0.4% | +27.0% | -27.4% | -3.9% |
| 3M | -2.6% | +113.2% | -115.8% | -13.1% |
| 6M | +9.1% | +36.6% | -27.4% | +3.3% |
| YTD | +4.5% | +44.2% | -39.7% | -2.5% |
| 1Y | +10.1% | -18.0% | +28.1% | +9.8% |
| 3Y | +77.6% | -19.9% | +97.6% | +66.3% |
| 5Y | +73.7% | +257.7% | -184.0% | +22.6% |
| All | +409.8% | +357.0% | +52.9% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling