+65.5%
IWF vs XME
+93.2%
-27.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -7.5% | -6.1% | -1.4% | -5.5% |
| 3M | -8.5% | -18.6% | +10.1% | -2.0% |
| 6M | -7.4% | -23.9% | +16.5% | +0.9% |
| YTD | -2.6% | -9.3% | +6.7% | -1.8% |
| 1Y | -1.8% | +1.8% | -3.6% | -5.6% |
| 3Y | +65.5% | +93.0% | -27.5% | +20.9% |
| All | +65.5% | +93.2% | -27.7% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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