+409.4%
IWF vs SBAC
+83.0%
+326.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | -1.7% | -5.3% | +3.6% | -0.2% |
| 30D | -1.8% | +0.4% | -2.2% | -2.0% |
| 3M | +1.5% | -11.9% | +13.3% | +4.6% |
| 6M | +7.7% | -4.5% | +12.2% | +7.4% |
| YTD | +2.7% | -4.3% | +7.1% | +2.0% |
| 1Y | +6.8% | -3.9% | +10.6% | +5.7% |
| 3Y | +76.9% | -11.0% | +87.9% | +73.0% |
| 5Y | +73.4% | -44.1% | +117.5% | +101.5% |
| All | +409.4% | +83.0% | +326.4% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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