+650.0%
IWF vs FE
+490.8%
+159.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -5.0% | 0.0% | -4.9% | -5.0% |
| 30D | -13.2% | +5.2% | -18.4% | -14.7% |
| 3M | -9.4% | 0.0% | -9.4% | -9.6% |
| 6M | -8.6% | +5.0% | -13.6% | -10.4% |
| YTD | -5.3% | +7.9% | -13.2% | -8.2% |
| 1Y | -5.0% | +6.3% | -11.3% | -7.5% |
| 3Y | +64.6% | +46.0% | +18.6% | +42.1% |
| 5Y | +50.8% | +45.6% | +5.1% | +29.1% |
| 10Y | +385.7% | +109.3% | +276.4% | +253.2% |
| All | +650.0% | +490.8% | +159.2% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling