+650.0%
IWF vs ES
+669.2%
-19.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.3% |
| 7D | -5.0% | +1.9% | -6.9% | -5.7% |
| 30D | -13.2% | +7.1% | -20.3% | -15.5% |
| 3M | -9.4% | -1.9% | -7.5% | -9.1% |
| 6M | -8.6% | +4.4% | -12.9% | -10.7% |
| YTD | -5.3% | +7.3% | -12.6% | -8.8% |
| 1Y | -5.0% | +2.1% | -7.1% | -7.4% |
| 3Y | +64.6% | +41.8% | +22.8% | +37.6% |
| 5Y | +50.8% | +1.4% | +49.3% | +42.1% |
| 10Y | +385.7% | +86.8% | +299.0% | +242.0% |
| All | +650.0% | +669.2% | -19.2% | +176.6% |
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