+73.4%
IWF vs SITM
+176.0%
-102.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.3% |
| 7D | -1.7% | +4.8% | -6.5% | -2.6% |
| 30D | -1.8% | -9.7% | +7.9% | -0.4% |
| 3M | +1.5% | -9.3% | +10.8% | +1.4% |
| 6M | +7.7% | +69.5% | -61.8% | -5.6% |
| YTD | +2.7% | +70.5% | -67.8% | -11.1% |
| 1Y | +6.8% | +145.3% | -138.5% | -15.3% |
| 3Y | +76.9% | +432.8% | -355.9% | +10.2% |
| 5Y | +73.4% | +174.0% | -100.6% | +9.3% |
| All | +73.4% | +176.0% | -102.6% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling