-5.0%
IWF vs SN
+140.3%
-145.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | -2.9% | +7.6% | -10.5% | -4.0% |
| 30D | -10.9% | +22.4% | -33.3% | -13.7% |
| 3M | -8.1% | +21.7% | -29.8% | -11.0% |
| 6M | -7.5% | +102.8% | -110.4% | -18.7% |
| YTD | -3.4% | +102.4% | -105.8% | -16.0% |
| 1Y | -5.0% | +139.0% | -144.0% | -19.6% |
| All | -5.0% | +140.3% | -145.3% | -19.6% |
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