+721.2%
IWF vs SIRI
-90.1%
+811.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.5% | -3.9% | +4.4% | +0.9% |
| 30D | -1.4% | -0.8% | -0.5% | -1.3% |
| 3M | +0.4% | +4.3% | -3.9% | 0.0% |
| 6M | +8.5% | +34.1% | -25.6% | +5.6% |
| YTD | +3.7% | +47.3% | -43.6% | 0.0% |
| 1Y | +8.5% | +22.9% | -14.4% | +6.1% |
| 3Y | +78.5% | -24.6% | +103.1% | +78.8% |
| 5Y | +73.6% | -43.2% | +116.8% | +75.8% |
| 10Y | +421.3% | -12.3% | +433.6% | +409.3% |
| All | +721.2% | -90.1% | +811.3% | +739.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling