-1.8%
IWF vs SN
+141.7%
-143.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.6% |
| 7D | +2.8% | +1.5% | +1.3% | +2.6% |
| 30D | -7.5% | +21.5% | -29.1% | -10.3% |
| 3M | -8.5% | +20.0% | -28.5% | -11.1% |
| 6M | -7.4% | +119.9% | -127.3% | -19.7% |
| YTD | -2.6% | +102.3% | -105.0% | -15.1% |
| 1Y | -1.8% | +148.0% | -149.8% | -17.1% |
| All | -1.8% | +141.7% | -143.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling