+73.4%
IWF vs EXEL
+192.6%
-119.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -1.8% | +11.9% | -13.7% | -3.6% |
| 3M | +1.5% | +9.2% | -7.8% | -0.2% |
| 6M | +7.7% | +39.1% | -31.4% | +1.6% |
| YTD | +2.7% | +31.0% | -28.3% | -2.4% |
| 1Y | +6.8% | +52.3% | -45.6% | -1.5% |
| 3Y | +76.9% | +159.7% | -82.9% | +42.0% |
| 5Y | +73.4% | +187.7% | -114.3% | +26.7% |
| All | +73.4% | +192.6% | -119.2% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling