+392.2%
IWF vs EXR
+217.4%
+174.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -1.1% | -1.1% | +0.1% | -0.7% |
| 30D | -8.3% | +18.8% | -27.0% | -12.8% |
| 3M | -5.6% | +9.9% | -15.5% | -8.3% |
| 6M | -5.4% | +12.6% | -18.0% | -9.1% |
| YTD | -1.2% | +26.5% | -27.7% | -8.7% |
| 1Y | -2.7% | +24.5% | -27.1% | -9.7% |
| 3Y | +67.8% | +52.4% | +15.3% | +41.4% |
| 5Y | +60.1% | -1.5% | +61.6% | +54.4% |
| 10Y | +392.2% | +216.0% | +176.2% | +257.1% |
| All | +392.2% | +217.4% | +174.7% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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