+76.3%
IWF vs SCHG
+86.3%
-9.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -0.9% | -1.0% | +0.1% | +0.1% |
| 30D | -1.7% | -1.3% | -0.5% | -0.5% |
| 3M | +0.7% | +5.4% | -4.8% | -4.4% |
| 6M | +8.6% | +14.4% | -5.9% | -4.9% |
| YTD | +3.5% | +8.0% | -4.5% | -4.1% |
| 1Y | +7.0% | +12.7% | -5.7% | -4.9% |
| 3Y | +76.3% | +85.6% | -9.3% | -3.6% |
| All | +76.3% | +86.3% | -9.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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