+679.8%
IWF vs EXEL
+285.3%
+394.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +5.3% | +1.6% | +3.6% | +5.1% |
| 30D | -8.6% | +17.4% | -26.0% | -10.5% |
| 3M | -6.5% | +38.6% | -45.2% | -10.5% |
| 6M | -5.6% | +41.2% | -46.8% | -10.1% |
| YTD | -1.5% | +59.3% | -60.9% | -7.9% |
| 1Y | -2.8% | +60.2% | -63.1% | -9.3% |
| 3Y | +67.1% | +232.6% | -165.4% | +39.2% |
| 5Y | +57.6% | +285.9% | -228.2% | +27.7% |
| 10Y | +390.4% | +325.9% | +64.5% | +269.6% |
| All | +679.8% | +285.3% | +394.5% | +266.9% |
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