+7.0%
IWF vs ET
+33.4%
-26.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.7% |
| 7D | -0.9% | +0.2% | -1.2% | -0.9% |
| 30D | -1.7% | +2.9% | -4.6% | -1.3% |
| 3M | +0.7% | +16.8% | -16.1% | +2.7% |
| 6M | +8.6% | +18.9% | -10.3% | +10.4% |
| YTD | +3.5% | +37.7% | -34.2% | +2.9% |
| 1Y | +7.0% | +32.4% | -25.4% | +4.0% |
| All | +7.0% | +33.4% | -26.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling