-2.8%
IWF vs SPG
+32.6%
-35.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +5.3% | +3.1% | +2.2% | +5.3% |
| 30D | -8.6% | +16.4% | -25.0% | -8.2% |
| 3M | -6.5% | +7.1% | -13.6% | -6.1% |
| 6M | -5.6% | +16.1% | -21.7% | -6.7% |
| YTD | -1.5% | +30.4% | -32.0% | -4.2% |
| 1Y | -2.8% | +33.0% | -35.8% | -5.3% |
| All | -2.8% | +32.6% | -35.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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