+394.6%
IWF vs SM
+12.4%
+382.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -8.3% | -17.3% | +9.1% | -7.1% |
| 3M | -5.6% | -3.6% | -2.0% | -5.6% |
| 6M | -5.4% | +2.9% | -8.3% | -6.4% |
| YTD | -1.2% | +70.2% | -71.4% | -6.6% |
| 1Y | -2.6% | +66.5% | -69.2% | -7.9% |
| 3Y | +67.8% | -8.2% | +76.0% | +64.0% |
| 5Y | +60.1% | -1.5% | +61.6% | +53.2% |
| All | +394.6% | +12.4% | +382.3% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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