-1.3%
IWF vs SIRI
+59.9%
-61.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.0% | +0.2% |
| 7D | -4.2% | +22.3% | -26.4% | -4.6% |
| 30D | -8.1% | +26.9% | -35.1% | -8.7% |
| 3M | -5.1% | +9.6% | -14.7% | -5.1% |
| 6M | -1.4% | +27.2% | -28.6% | -2.7% |
| YTD | -0.1% | +72.4% | -72.5% | -2.9% |
| 1Y | -1.3% | +59.9% | -61.2% | -2.6% |
| All | -1.3% | +59.9% | -61.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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