+727.5%
IWF vs SM
+380.4%
+347.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.4% | +26.3% | -26.7% | -3.2% |
| 3M | -2.6% | +8.7% | -11.3% | -4.1% |
| 6M | +9.1% | +51.7% | -42.5% | +2.6% |
| YTD | +4.5% | +99.0% | -94.6% | -5.2% |
| 1Y | +10.1% | +34.6% | -24.5% | +4.3% |
| 3Y | +77.6% | -7.8% | +85.4% | +72.3% |
| 5Y | +73.7% | +104.8% | -31.1% | +48.7% |
| 10Y | +411.5% | +7.2% | +404.3% | +264.2% |
| All | +727.5% | +380.4% | +347.2% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling