+67.3%
IWF vs EXEL
+234.5%
-167.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +5.3% | +1.6% | +3.6% | +5.1% |
| 30D | -8.6% | +17.4% | -26.0% | -9.7% |
| 3M | -6.5% | +38.6% | -45.2% | -9.0% |
| 6M | -5.6% | +41.2% | -46.8% | -8.4% |
| YTD | -1.5% | +59.3% | -60.9% | -5.6% |
| 1Y | -2.8% | +60.2% | -63.1% | -6.9% |
| All | +67.3% | +234.5% | -167.2% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling