+73.8%
IWF vs EXR
-10.8%
+84.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -1.3% | -6.9% | +5.7% | +0.7% |
| 3M | +0.1% | -3.0% | +3.1% | +0.6% |
| 6M | +10.3% | -2.9% | +13.2% | +10.6% |
| YTD | +4.2% | +9.3% | -5.1% | +0.5% |
| 1Y | +9.3% | -0.9% | +10.2% | +8.5% |
| 3Y | +79.3% | +24.7% | +54.6% | +58.7% |
| 5Y | +73.8% | -11.7% | +85.5% | +74.9% |
| All | +73.8% | -10.8% | +84.6% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling