+727.5%
IWF vs ES
+673.4%
+54.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -0.4% | -2.0% | +1.6% | +0.3% |
| 3M | -2.6% | +1.7% | -4.3% | -3.5% |
| 6M | +9.1% | -3.5% | +12.7% | +9.9% |
| YTD | +4.5% | +7.9% | -3.4% | +0.7% |
| 1Y | +10.1% | +17.2% | -7.1% | +2.1% |
| 3Y | +77.6% | +29.3% | +48.3% | +54.0% |
| 5Y | +73.7% | -5.7% | +79.5% | +68.9% |
| 10Y | +411.5% | +85.2% | +326.3% | +262.5% |
| All | +727.5% | +673.4% | +54.1% | +205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling