-53.1%
TE vs IWF
+181.0%
-234.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +1.2% |
| 30D | -5.9% | -1.7% | -4.2% | -3.8% |
| 3M | -45.6% | +0.7% | -46.2% | -44.6% |
| 6M | -43.4% | +8.6% | -51.9% | -45.7% |
| YTD | -31.0% | +3.5% | -34.5% | -30.3% |
| 1Y | +145.2% | +7.0% | +138.2% | +143.4% |
| 3Y | -24.1% | +76.3% | -100.4% | -46.6% |
| 5Y | -48.1% | +74.8% | -122.9% | -64.6% |
| All | -53.1% | +181.0% | -234.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling