+413.4%
IWF vs ESI
+312.8%
+100.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.9% | -4.6% | +3.7% | +0.6% |
| 30D | -1.7% | -10.5% | +8.8% | +1.8% |
| 3M | +0.7% | -19.8% | +20.5% | +7.4% |
| 6M | +8.6% | +5.8% | +2.8% | +4.1% |
| YTD | +3.5% | +38.3% | -34.8% | -10.3% |
| 1Y | +7.0% | +31.5% | -24.5% | -6.0% |
| 3Y | +76.3% | +80.7% | -4.3% | +35.4% |
| 5Y | +74.8% | +69.4% | +5.3% | +35.2% |
| All | +413.4% | +312.8% | +100.7% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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