+387.3%
IWF vs SFM
+140.2%
+247.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.3% |
| 7D | +2.8% | +6.0% | -3.2% | +2.1% |
| 30D | -7.5% | -19.5% | +11.9% | -5.8% |
| 3M | -8.5% | -37.0% | +28.5% | -4.3% |
| 6M | -7.4% | -41.0% | +33.6% | -2.7% |
| YTD | -2.6% | -34.6% | +32.0% | +0.5% |
| 1Y | -1.8% | -36.3% | +34.4% | +1.6% |
| 3Y | +65.5% | +24.5% | +40.9% | +54.8% |
| 5Y | +55.8% | +115.9% | -60.0% | +33.6% |
| All | +387.3% | +140.2% | +247.1% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling