+67.9%
IWF vs SFM
+23.6%
+44.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +2.0% |
| 7D | -1.1% | -7.1% | +6.0% | -0.6% |
| 30D | -8.3% | -21.4% | +13.1% | -6.9% |
| 3M | -5.6% | -40.1% | +34.5% | -2.2% |
| 6M | -5.4% | -38.0% | +32.6% | -2.7% |
| YTD | -1.2% | -36.5% | +35.4% | +1.2% |
| 1Y | -2.7% | -35.2% | +32.5% | -0.7% |
| All | +67.9% | +23.6% | +44.3% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling