+727.5%
IWF vs SMTC
+516.2%
+211.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -2.2% |
| 7D | +0.5% | +12.7% | -12.2% | -2.4% |
| 30D | -0.4% | +22.0% | -22.4% | -6.1% |
| 3M | -2.6% | -12.7% | +10.1% | -2.2% |
| 6M | +9.1% | +64.8% | -55.6% | -7.8% |
| YTD | +4.5% | +100.7% | -96.2% | -16.4% |
| 1Y | +10.1% | +146.9% | -136.8% | -17.2% |
| 3Y | +77.6% | +456.8% | -379.2% | -5.3% |
| 5Y | +73.7% | +89.2% | -15.5% | +17.9% |
| 10Y | +411.5% | +426.9% | -15.3% | +148.8% |
| All | +727.5% | +516.2% | +211.3% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling