+583.1%
IWF vs SFM
+44.5%
+538.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.9% |
| 7D | -1.1% | -7.1% | +6.0% | -0.3% |
| 30D | -8.3% | -21.4% | +13.1% | -6.2% |
| 3M | -5.6% | -40.1% | +34.5% | -0.6% |
| 6M | -5.4% | -38.0% | +32.6% | -1.3% |
| YTD | -1.2% | -36.5% | +35.4% | +2.4% |
| 1Y | -2.7% | -35.2% | +32.5% | +0.5% |
| 3Y | +67.8% | +23.5% | +44.3% | +57.5% |
| 5Y | +60.1% | +109.7% | -49.6% | +38.4% |
| 10Y | +392.2% | +132.6% | +259.6% | +304.5% |
| All | +583.1% | +44.5% | +538.6% | +496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling