+421.3%
IWF vs EXR
+144.7%
+276.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.3% |
| 7D | +0.5% | -3.1% | +3.6% | +1.4% |
| 30D | -1.4% | -7.5% | +6.1% | +0.8% |
| 3M | +0.4% | -7.5% | +8.0% | +2.4% |
| 6M | +8.5% | -5.2% | +13.6% | +9.6% |
| YTD | +3.7% | +6.5% | -2.8% | +0.9% |
| 1Y | +8.5% | -2.0% | +10.5% | +8.0% |
| 3Y | +78.5% | +21.5% | +57.0% | +61.4% |
| 5Y | +73.6% | -11.5% | +85.2% | +72.6% |
| 10Y | +421.3% | +148.0% | +273.3% | +297.9% |
| All | +421.3% | +144.7% | +276.5% | +297.9% |
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