+724.9%
IWF vs ETR
+1,975.6%
-1,250.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | -1.3% | +1.9% | -3.1% | -1.9% |
| 3M | +0.1% | +1.0% | -0.9% | -0.4% |
| 6M | +10.3% | +4.8% | +5.4% | +7.9% |
| YTD | +4.2% | +19.5% | -15.4% | -2.6% |
| 1Y | +9.3% | +28.1% | -18.8% | -0.2% |
| 3Y | +79.3% | +151.1% | -71.8% | +27.8% |
| 5Y | +73.8% | +125.2% | -51.4% | +27.2% |
| 10Y | +410.9% | +291.1% | +119.8% | +202.3% |
| All | +724.9% | +1,975.6% | -1,250.7% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling