+65.5%
IWF vs FE
+50.7%
+14.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | +2.8% | +1.2% | +1.6% | +2.9% |
| 30D | -7.5% | +4.5% | -12.1% | -7.4% |
| 3M | -8.5% | +1.3% | -9.8% | -8.4% |
| 6M | -7.4% | +8.7% | -16.1% | -7.2% |
| YTD | -2.6% | +9.2% | -11.9% | -2.5% |
| 1Y | -1.8% | +7.0% | -8.8% | -1.7% |
| 3Y | +65.5% | +51.4% | +14.1% | +62.5% |
| All | +65.5% | +50.7% | +14.8% | +62.5% |
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