+79.3%
IWF vs SPG
+112.2%
-32.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -1.3% | -4.9% | +3.7% | +0.3% |
| 3M | +0.1% | +3.3% | -3.2% | -1.6% |
| 6M | +10.3% | +11.2% | -0.9% | +5.2% |
| YTD | +4.2% | +17.1% | -12.9% | -2.7% |
| 1Y | +9.3% | +21.6% | -12.3% | +0.3% |
| 3Y | +79.3% | +111.9% | -32.5% | +35.7% |
| All | +79.3% | +112.2% | -32.8% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling