+64.0%
IWF vs SN
+671.3%
-607.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.6% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | -7.5% | +21.5% | -29.1% | -10.8% |
| 3M | -8.5% | +20.0% | -28.5% | -11.7% |
| 6M | -7.4% | +119.9% | -127.3% | -20.4% |
| YTD | -2.6% | +102.3% | -105.0% | -15.5% |
| 1Y | -1.8% | +148.0% | -149.8% | -18.1% |
| 3Y | +65.5% | +450.0% | -384.5% | +28.5% |
| All | +64.0% | +671.3% | -607.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling