-1.3%
IWF vs SMTC
+70.8%
-72.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -12.9% | +13.3% | +2.0% |
| 7D | -4.2% | -24.5% | +20.3% | -0.9% |
| 30D | -8.1% | -42.5% | +34.3% | -2.2% |
| 3M | -5.1% | -14.1% | +9.0% | -4.8% |
| 6M | -1.4% | +3.6% | -5.0% | -5.6% |
| YTD | -0.1% | +50.6% | -50.7% | -11.7% |
| 1Y | -1.3% | +72.2% | -73.5% | -15.8% |
| All | -1.3% | +70.8% | -72.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling