+380.4%
IWF vs ELF
+373.0%
+7.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.2% |
| 7D | +5.3% | +3.4% | +1.9% | +4.8% |
| 30D | -8.6% | +5.0% | -13.6% | -9.3% |
| 3M | -6.5% | +22.6% | -29.1% | -9.4% |
| 6M | -5.6% | +104.0% | -109.6% | -15.4% |
| YTD | -1.5% | +49.3% | -50.8% | -8.7% |
| 1Y | -2.8% | +46.0% | -48.9% | -9.7% |
| 3Y | +67.1% | +19.4% | +47.8% | +47.0% |
| 5Y | +57.6% | +262.0% | -204.4% | +11.0% |
| 10Y | +390.4% | +320.5% | +69.9% | +202.2% |
| All | +380.4% | +373.0% | +7.4% | +195.9% |
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