+50.7%
IWF vs FE
+42.2%
+8.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -5.0% | -1.0% | -4.0% | -4.8% |
| 30D | -13.2% | +4.1% | -17.4% | -13.9% |
| 3M | -9.4% | -1.0% | -8.4% | -9.3% |
| 6M | -8.6% | +4.0% | -12.6% | -9.5% |
| YTD | -5.3% | +6.8% | -12.1% | -7.1% |
| 1Y | -5.0% | +5.3% | -10.3% | -6.5% |
| 3Y | +64.6% | +44.6% | +20.1% | +45.7% |
| All | +50.7% | +42.2% | +8.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling