+73.4%
IWF vs SMTC
+112.1%
-38.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -1.7% | +17.5% | -19.2% | -4.7% |
| 30D | -1.8% | +21.3% | -23.2% | -5.9% |
| 3M | +1.5% | +3.1% | -1.7% | -1.1% |
| 6M | +7.7% | +81.7% | -74.0% | -7.1% |
| YTD | +2.7% | +115.9% | -113.2% | -14.7% |
| 1Y | +6.8% | +157.8% | -151.1% | -15.1% |
| 3Y | +76.9% | +557.3% | -480.4% | +2.8% |
| 5Y | +73.4% | +114.7% | -41.3% | +49.8% |
| All | +73.4% | +112.1% | -38.8% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling