+671.1%
IWF vs SBAC
+461.2%
+209.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | -7.5% | +5.5% | -13.0% | -8.3% |
| 3M | -8.5% | +3.1% | -11.6% | -9.0% |
| 6M | -7.4% | -7.0% | -0.4% | -6.9% |
| YTD | -2.6% | +0.5% | -3.1% | -3.7% |
| 1Y | -1.8% | +0.2% | -2.1% | -2.9% |
| 3Y | +65.5% | -7.4% | +72.8% | +63.7% |
| 5Y | +55.8% | -39.7% | +95.6% | +63.0% |
| 10Y | +384.9% | +112.5% | +272.3% | +330.9% |
| All | +671.1% | +461.2% | +209.9% | +544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling