+56.8%
IWF vs SAN
+298.8%
-242.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.9% | +10.8% | -13.7% | -5.9% |
| 30D | -10.9% | -5.7% | -5.1% | -9.4% |
| 3M | -8.1% | -13.4% | +5.3% | -4.3% |
| 6M | -7.5% | +3.5% | -11.1% | -9.1% |
| YTD | -3.4% | +9.7% | -13.1% | -7.4% |
| 1Y | -5.0% | +20.9% | -25.9% | -11.7% |
| 3Y | +64.0% | +254.3% | -190.3% | +7.5% |
| 5Y | +56.8% | +304.2% | -247.5% | -5.3% |
| All | +56.8% | +298.8% | -242.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling