+1,055.2%
IWF vs XME
+170.7%
+884.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | -7.4% | -23.9% | +16.5% | +1.0% |
| YTD | -2.6% | -9.3% | +6.7% | -1.0% |
| 1Y | -1.8% | +1.8% | -3.6% | -4.3% |
| 3Y | +65.5% | +93.0% | -27.5% | +26.3% |
| 5Y | +55.8% | +107.0% | -51.1% | +13.8% |
| 10Y | +384.9% | +266.9% | +117.9% | +169.4% |
| All | +1,055.2% | +170.7% | +884.5% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling