+413.4%
IWF vs SAN
+357.1%
+56.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -1.7% | +0.9% | -2.7% | -2.0% |
| 3M | +0.7% | +19.1% | -18.4% | -4.4% |
| 6M | +8.6% | +33.2% | -24.6% | -0.5% |
| YTD | +3.5% | +29.1% | -25.6% | -4.7% |
| 1Y | +7.0% | +50.2% | -43.2% | -5.8% |
| 3Y | +76.3% | +351.0% | -274.7% | +11.2% |
| 5Y | +74.8% | +394.7% | -319.9% | +4.0% |
| All | +413.4% | +357.1% | +56.4% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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