+392.8%
IWF vs ES
+96.6%
+296.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | +5.3% | -1.1% | +6.4% | +5.5% |
| 30D | -8.6% | +8.2% | -16.8% | -10.6% |
| 3M | -6.5% | +0.6% | -7.1% | -6.9% |
| 6M | -5.6% | +6.0% | -11.6% | -7.6% |
| YTD | -1.5% | +9.3% | -10.9% | -4.8% |
| 1Y | -2.8% | +1.1% | -4.0% | -4.3% |
| 3Y | +67.1% | +51.9% | +15.2% | +40.8% |
| 5Y | +57.6% | +6.5% | +51.2% | +49.7% |
| All | +392.8% | +96.6% | +296.2% | +319.1% |
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