+64.6%
IWF vs SN
+397.9%
-333.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | -5.0% | +7.2% | -12.2% | -6.4% |
| 30D | -13.2% | +20.4% | -33.6% | -16.7% |
| 3M | -9.4% | +23.9% | -33.3% | -13.9% |
| 6M | -8.6% | +93.0% | -101.6% | -21.9% |
| YTD | -5.3% | +99.2% | -104.5% | -20.3% |
| 1Y | -5.0% | +142.6% | -147.6% | -23.8% |
| 3Y | +64.6% | +398.8% | -334.2% | +13.8% |
| All | +64.6% | +397.9% | -333.3% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling