+58.2%
IWF vs SM
-0.1%
+58.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.6% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -8.3% | -17.3% | +9.1% | -6.5% |
| 3M | -5.6% | -3.6% | -2.0% | -5.8% |
| 6M | -5.4% | +2.9% | -8.3% | -7.1% |
| YTD | -1.2% | +70.2% | -71.4% | -11.3% |
| 1Y | -2.6% | +66.5% | -69.2% | -12.4% |
| 3Y | +67.8% | -8.2% | +76.0% | +59.8% |
| All | +58.2% | -0.1% | +58.3% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling