+585.7%
IWF vs ESI
+224.6%
+361.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.8% |
| 7D | +0.5% | +3.3% | -2.8% | -0.3% |
| 30D | -0.4% | -5.9% | +5.5% | +1.1% |
| 3M | -2.6% | -14.1% | +11.5% | +0.5% |
| 6M | +9.1% | +6.6% | +2.6% | +5.8% |
| YTD | +4.5% | +45.0% | -40.5% | -6.8% |
| 1Y | +10.1% | +41.5% | -31.4% | -1.5% |
| 3Y | +77.6% | +78.8% | -1.1% | +47.8% |
| 5Y | +73.7% | +70.9% | +2.8% | +44.8% |
| 10Y | +411.5% | +317.1% | +94.5% | +244.1% |
| All | +585.7% | +224.6% | +361.0% | +390.5% |
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