+381.2%
IWF vs FE
+110.9%
+270.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -10.9% | +4.3% | -15.2% | -12.0% |
| 3M | -8.1% | +0.4% | -8.5% | -8.3% |
| 6M | -7.5% | +6.9% | -14.5% | -9.6% |
| YTD | -3.4% | +8.0% | -11.4% | -6.1% |
| 1Y | -5.0% | +4.8% | -9.8% | -6.9% |
| 3Y | +64.0% | +49.0% | +15.1% | +41.6% |
| 5Y | +56.8% | +46.2% | +10.5% | +35.1% |
| 10Y | +381.2% | +120.9% | +260.3% | +294.7% |
| All | +381.2% | +110.9% | +270.3% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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