-1.8%
IWF vs SFM
-36.8%
+34.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.1% |
| 7D | +2.8% | +6.0% | -3.2% | +2.9% |
| 30D | -7.5% | -19.5% | +11.9% | -7.9% |
| 3M | -8.5% | -37.0% | +28.5% | -9.7% |
| 6M | -7.4% | -41.0% | +33.6% | -8.8% |
| YTD | -2.6% | -34.6% | +32.0% | -3.1% |
| 1Y | -1.8% | -36.3% | +34.4% | -2.2% |
| All | -1.8% | -36.8% | +34.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling