+410.9%
IWF vs ES
+85.1%
+325.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.0% |
| 3M | +0.1% | +5.0% | -4.9% | -1.4% |
| 6M | +10.3% | -2.8% | +13.1% | +10.7% |
| YTD | +4.2% | +8.6% | -4.4% | +1.1% |
| 1Y | +9.3% | +18.9% | -9.6% | +2.6% |
| 3Y | +79.3% | +32.1% | +47.2% | +58.7% |
| 5Y | +73.8% | -5.1% | +78.8% | +72.3% |
| 10Y | +410.9% | +84.2% | +326.7% | +328.8% |
| All | +410.9% | +85.1% | +325.8% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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