+671.1%
IWF vs SM
+331.5%
+339.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +9.4% | -6.6% | +1.7% |
| 30D | -7.5% | -14.4% | +6.8% | -6.2% |
| 3M | -8.5% | +1.6% | -10.0% | -9.2% |
| 6M | -7.4% | +6.3% | -13.8% | -9.2% |
| YTD | -2.6% | +78.8% | -81.4% | -11.0% |
| 1Y | -1.8% | +83.1% | -85.0% | -10.6% |
| 3Y | +65.5% | -5.9% | +71.4% | +59.6% |
| 5Y | +55.8% | +4.8% | +51.0% | +44.0% |
| 10Y | +384.9% | +17.5% | +367.3% | +238.2% |
| All | +671.1% | +331.5% | +339.7% | +219.6% |
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 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