+413.4%
IWF vs ET
+177.0%
+236.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -1.7% | +2.9% | -4.6% | -2.4% |
| 3M | +0.7% | +16.8% | -16.1% | -3.2% |
| 6M | +8.6% | +18.9% | -10.3% | +3.8% |
| YTD | +3.5% | +37.7% | -34.2% | -4.6% |
| 1Y | +7.0% | +32.4% | -25.4% | -0.5% |
| 3Y | +76.3% | +99.5% | -23.1% | +48.7% |
| 5Y | +74.8% | +244.0% | -169.2% | +30.3% |
| All | +413.4% | +177.0% | +236.4% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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