+65.5%
IWF vs SMTC
+698.5%
-633.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | -0.5% |
| 7D | +2.8% | +11.0% | -8.2% | +1.1% |
| 30D | -7.5% | -28.5% | +20.9% | -3.8% |
| 3M | -8.5% | -14.2% | +5.7% | -8.2% |
| 6M | -7.4% | -18.0% | +10.6% | -8.0% |
| YTD | -2.6% | +55.5% | -58.1% | -13.6% |
| 1Y | -1.8% | +69.5% | -71.4% | -14.2% |
| 3Y | +65.5% | +699.7% | -634.2% | +10.7% |
| All | +65.5% | +698.5% | -633.1% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling