-48.5%
TE vs IWF
+71.2%
-119.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -5.2% |
| 7D | +0.9% | -1.7% | +2.6% | +3.8% |
| 30D | -16.3% | -1.8% | -14.4% | -13.3% |
| 3M | -40.8% | +1.5% | -42.2% | -40.0% |
| 6M | -42.6% | +7.7% | -50.3% | -46.1% |
| YTD | -31.4% | +2.7% | -34.1% | -30.2% |
| 1Y | +144.9% | +6.8% | +138.2% | +140.0% |
| 3Y | -26.0% | +76.9% | -102.9% | -62.2% |
| 5Y | -48.5% | +73.4% | -121.9% | -69.0% |
| All | -48.5% | +71.2% | -119.7% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling