+140.0%
IWF vs EOSE
-60.6%
+200.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -0.9% | +1.8% | -2.7% | -1.1% |
| 30D | -1.7% | -6.8% | +5.1% | -1.6% |
| 3M | +0.7% | -36.3% | +37.0% | +2.5% |
| 6M | +8.6% | -38.8% | +47.3% | +9.9% |
| YTD | +3.5% | -65.5% | +69.0% | +6.9% |
| 1Y | +7.0% | -45.3% | +52.3% | +6.6% |
| 3Y | +76.3% | +44.2% | +32.2% | +57.2% |
| 5Y | +74.8% | -69.5% | +144.2% | +49.7% |
| All | +140.0% | -60.6% | +200.6% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling