+727.5%
IWF vs SBAC
+457.8%
+269.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | -0.4% | +6.9% | -7.3% | -1.3% |
| 3M | -2.6% | -8.2% | +5.6% | -1.7% |
| 6M | +9.1% | -1.6% | +10.8% | +8.6% |
| YTD | +4.5% | -0.1% | +4.6% | +3.6% |
| 1Y | +10.1% | -0.5% | +10.5% | +9.2% |
| 3Y | +77.6% | -9.1% | +86.7% | +76.3% |
| 5Y | +73.7% | -43.8% | +117.5% | +83.6% |
| 10Y | +411.5% | +80.5% | +331.0% | +364.2% |
| All | +727.5% | +457.8% | +269.7% | +592.9% |
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 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