+413.4%
IWF vs ETR
+296.9%
+116.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.9% | -1.8% | +0.9% | -0.4% |
| 30D | -1.7% | -1.8% | 0.0% | -1.2% |
| 3M | +0.7% | -3.6% | +4.2% | +1.7% |
| 6M | +8.6% | +2.6% | +5.9% | +6.9% |
| YTD | +3.5% | +16.0% | -12.5% | -2.2% |
| 1Y | +7.0% | +20.1% | -13.1% | -0.2% |
| 3Y | +76.3% | +143.6% | -67.3% | +25.7% |
| 5Y | +74.8% | +124.4% | -49.6% | +27.0% |
| All | +413.4% | +296.9% | +116.6% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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