+1,046.6%
IWF vs SCHG
+1,121.7%
-75.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -1.7% | -2.7% | +1.0% | +0.9% |
| 30D | -1.8% | -2.2% | +0.4% | +0.3% |
| 3M | +1.5% | +6.2% | -4.7% | -4.2% |
| 6M | +7.7% | +13.4% | -5.7% | -4.5% |
| YTD | +2.7% | +7.1% | -4.4% | -3.8% |
| 1Y | +6.8% | +12.5% | -5.8% | -4.6% |
| 3Y | +76.9% | +86.2% | -9.3% | -2.5% |
| 5Y | +73.4% | +83.9% | -10.5% | -3.7% |
| 10Y | +416.4% | +451.3% | -34.8% | 0.0% |
| All | +1,046.6% | +1,121.7% | -75.1% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling