+413.4%
IWF vs EXEL
+375.2%
+38.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -0.9% | -4.9% | +4.0% | -0.2% |
| 30D | -1.7% | +11.4% | -13.1% | -3.4% |
| 3M | +0.7% | +4.9% | -4.2% | -0.3% |
| 6M | +8.6% | +34.4% | -25.9% | +3.1% |
| YTD | +3.5% | +28.0% | -24.5% | -1.1% |
| 1Y | +7.0% | +43.6% | -36.6% | 0.0% |
| 3Y | +76.3% | +155.2% | -78.9% | +46.6% |
| 5Y | +74.8% | +181.2% | -106.4% | +41.1% |
| All | +413.4% | +375.2% | +38.2% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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