+727.5%
IWF vs EXEL
+225.6%
+502.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.5% | +8.4% | -7.8% | -0.5% |
| 30D | -0.4% | +4.1% | -4.5% | -1.0% |
| 3M | -2.6% | +12.4% | -15.0% | -4.3% |
| 6M | +9.1% | +41.5% | -32.4% | +3.9% |
| YTD | +4.5% | +34.6% | -30.2% | -0.1% |
| 1Y | +10.1% | +57.9% | -47.8% | +2.8% |
| 3Y | +77.6% | +159.5% | -81.9% | +52.6% |
| 5Y | +73.7% | +198.5% | -124.8% | +45.3% |
| 10Y | +411.5% | +411.4% | +0.2% | +274.4% |
| All | +727.5% | +225.6% | +502.0% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling