+201.9%
IWF vs SITM
+4,789.7%
-4,587.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | -0.1% |
| 7D | -0.9% | +3.9% | -4.8% | -1.6% |
| 30D | -1.7% | -6.6% | +4.9% | -1.0% |
| 3M | +0.7% | -11.9% | +12.5% | +1.1% |
| 6M | +8.6% | +81.1% | -72.6% | -4.9% |
| YTD | +3.5% | +80.0% | -76.5% | -10.2% |
| 1Y | +7.0% | +145.8% | -138.8% | -13.2% |
| 3Y | +76.3% | +475.9% | -399.5% | +14.5% |
| 5Y | +74.8% | +189.2% | -114.5% | +17.2% |
| All | +201.9% | +4,789.7% | -4,587.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling