+140.4%
IWF vs EOSE
-58.6%
+199.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | +0.5% | +15.0% | -14.4% | -0.4% |
| 30D | -1.4% | +2.5% | -3.8% | -1.8% |
| 3M | +0.4% | -33.7% | +34.2% | +2.1% |
| 6M | +8.5% | -32.7% | +41.2% | +9.2% |
| YTD | +3.7% | -63.8% | +67.5% | +6.8% |
| 1Y | +8.5% | -40.5% | +49.0% | +7.6% |
| 3Y | +78.5% | +50.4% | +28.2% | +58.8% |
| 5Y | +73.6% | -68.6% | +142.2% | +48.4% |
| All | +140.4% | -58.6% | +199.0% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling