+67.9%
IWF vs EXR
+54.2%
+13.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -1.1% | -1.1% | +0.1% | -0.9% |
| 30D | -8.3% | +18.8% | -27.0% | -10.5% |
| 3M | -5.6% | +9.9% | -15.5% | -6.8% |
| 6M | -5.4% | +12.6% | -18.0% | -7.3% |
| YTD | -1.2% | +26.5% | -27.7% | -5.4% |
| 1Y | -2.7% | +24.5% | -27.1% | -6.5% |
| All | +67.9% | +54.2% | +13.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling