-53.2%
TE vs IWF
+183.6%
-236.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.0% | +0.5% | -4.5% | -4.4% |
| 30D | -15.9% | -0.4% | -15.5% | -15.3% |
| 3M | -60.5% | -2.6% | -57.9% | -58.2% |
| 6M | -35.2% | +9.1% | -44.4% | -38.3% |
| YTD | -31.1% | +4.5% | -35.6% | -31.2% |
| 1Y | +148.6% | +10.1% | +138.6% | +140.1% |
| 3Y | -26.4% | +77.6% | -104.0% | -48.7% |
| 5Y | -48.0% | +73.7% | -121.7% | -64.8% |
| All | -53.2% | +183.6% | -236.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling