+74.4%
IWF vs SAN
+390.0%
-315.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | +3.3% | -1.8% | +0.5% |
| 30D | -1.3% | +1.1% | -2.4% | -1.6% |
| 3M | +0.1% | +22.2% | -22.1% | -5.9% |
| 6M | +10.3% | +36.0% | -25.8% | 0.0% |
| YTD | +4.2% | +28.2% | -24.1% | -4.4% |
| 1Y | +9.3% | +54.1% | -44.8% | -5.2% |
| 3Y | +79.3% | +354.2% | -274.9% | +9.9% |
| All | +74.4% | +390.0% | -315.6% | -2.4% |
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