+1,274.0%
IWF vs SGI
+2,083.6%
-809.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.5% | +8.5% | -8.0% | -1.0% |
| 30D | -0.4% | +0.7% | -1.1% | -0.6% |
| 3M | -2.6% | +0.6% | -3.2% | -3.0% |
| 6M | +9.1% | -17.9% | +27.1% | +12.3% |
| YTD | +4.5% | -21.2% | +25.7% | +8.0% |
| 1Y | +10.1% | -18.9% | +28.9% | +12.9% |
| 3Y | +77.6% | +52.6% | +25.0% | +60.1% |
| 5Y | +73.7% | +60.7% | +13.0% | +51.6% |
| 10Y | +411.5% | +278.1% | +133.4% | +251.4% |
| All | +1,274.0% | +2,083.6% | -809.6% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling