+76.6%
IWF vs SBAC
-8.7%
+85.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.5% |
| 7D | +0.5% | +0.2% | +0.4% | +0.5% |
| 30D | -1.4% | +3.9% | -5.2% | -1.4% |
| 3M | +0.4% | -8.2% | +8.6% | +0.5% |
| 6M | +8.5% | -2.8% | +11.3% | +8.4% |
| YTD | +3.7% | -1.5% | +5.2% | +3.6% |
| 1Y | +8.5% | 0.0% | +8.4% | +8.4% |
| All | +76.6% | -8.7% | +85.4% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling