+7.0%
IWF vs SGI
-21.0%
+28.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.9% | -4.5% | +3.5% | -0.3% |
| 30D | -1.7% | +4.2% | -5.9% | -2.3% |
| 3M | +0.7% | -7.4% | +8.1% | +1.6% |
| 6M | +8.6% | -15.1% | +23.6% | +9.6% |
| YTD | +3.5% | -24.7% | +28.2% | +5.4% |
| 1Y | +7.0% | -21.8% | +28.8% | +10.8% |
| All | +7.0% | -21.0% | +28.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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