+79.3%
IWF vs ESI
+82.9%
-3.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.5% | +5.4% | -3.9% | -0.1% |
| 30D | -1.3% | -4.2% | +2.9% | -0.1% |
| 3M | +0.1% | -9.6% | +9.7% | +2.1% |
| 6M | +10.3% | +18.3% | -8.1% | +1.7% |
| YTD | +4.2% | +45.8% | -41.7% | -11.7% |
| 1Y | +9.3% | +39.2% | -29.8% | -6.2% |
| 3Y | +79.3% | +86.3% | -6.9% | +37.1% |
| All | +79.3% | +82.9% | -3.6% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling