+538.9%
IWF vs ESI
+198.2%
+340.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | +5.5% | -2.7% | +1.4% |
| 30D | -7.5% | -7.8% | +0.2% | -5.7% |
| 3M | -8.5% | -15.0% | +6.5% | -5.0% |
| 6M | -7.4% | -24.9% | +17.5% | -1.6% |
| YTD | -2.6% | +33.2% | -35.9% | -11.6% |
| 1Y | -1.8% | +24.9% | -26.8% | -9.5% |
| 3Y | +65.5% | +77.8% | -12.3% | +37.7% |
| 5Y | +55.8% | +37.1% | +18.7% | +36.2% |
| 10Y | +384.9% | +320.5% | +64.4% | +229.4% |
| All | +538.9% | +198.2% | +340.7% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling