-1.3%
IWF vs EOSE
-85.5%
+84.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.6% | -12.2% | -0.5% |
| 7D | -4.2% | +9.7% | -13.9% | -4.9% |
| 30D | -8.1% | -34.6% | +26.4% | -5.9% |
| 3M | -5.1% | -50.8% | +45.7% | -1.3% |
| 6M | -1.4% | -66.5% | +65.0% | +3.9% |
| YTD | -0.1% | -81.3% | +81.2% | +6.2% |
| 1Y | -1.3% | -84.8% | +83.6% | +5.6% |
| All | -1.3% | -85.5% | +84.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling