+64.6%
IWF vs FE
+42.7%
+22.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.2% |
| 7D | -5.0% | -1.0% | -4.0% | -5.0% |
| 30D | -13.2% | +4.1% | -17.4% | -13.1% |
| 3M | -9.4% | -1.0% | -8.4% | -9.4% |
| 6M | -8.6% | +4.0% | -12.6% | -8.5% |
| YTD | -5.3% | +6.8% | -12.1% | -5.3% |
| 1Y | -5.0% | +5.3% | -10.3% | -4.9% |
| 3Y | +64.6% | +44.6% | +20.1% | +62.1% |
| All | +64.6% | +42.7% | +22.0% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling