+79.3%
IWF vs SM
-2.8%
+82.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.6% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | -1.3% | +31.5% | -32.8% | -3.8% |
| 3M | +0.1% | +17.3% | -17.2% | -1.6% |
| 6M | +10.3% | +48.5% | -38.3% | +4.1% |
| YTD | +4.2% | +106.3% | -102.1% | -6.9% |
| 1Y | +9.3% | +47.3% | -38.0% | +3.0% |
| 3Y | +79.3% | -1.4% | +80.8% | +69.1% |
| All | +79.3% | -2.8% | +82.1% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling