+56.0%
IWF vs SBAC
-39.6%
+95.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | -7.5% | +5.5% | -13.0% | -8.5% |
| 3M | -8.5% | +3.1% | -11.6% | -9.1% |
| 6M | -7.4% | -7.0% | -0.4% | -6.6% |
| YTD | -2.6% | +0.5% | -3.1% | -3.9% |
| 1Y | -1.8% | +0.2% | -2.1% | -3.1% |
| 3Y | +65.5% | -7.4% | +72.8% | +61.8% |
| All | +56.0% | -39.6% | +95.6% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling