+73.6%
IWF vs ENB
+68.4%
+5.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | -1.4% | -1.1% | -0.3% | -1.1% |
| 3M | +0.4% | -8.5% | +8.9% | +3.1% |
| 6M | +8.5% | -4.5% | +13.0% | +9.4% |
| YTD | +3.7% | +9.1% | -5.4% | -1.0% |
| 1Y | +8.5% | +8.0% | +0.5% | +3.9% |
| 3Y | +78.5% | +77.8% | +0.7% | +33.9% |
| 5Y | +73.6% | +69.4% | +4.3% | +34.5% |
| All | +73.6% | +68.4% | +5.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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