+727.5%
IWF vs SPG
+2,894.3%
-2,166.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.5% | -2.4% | +2.9% | +1.2% |
| 30D | -0.4% | -6.8% | +6.4% | +1.6% |
| 3M | -2.6% | +2.7% | -5.3% | -3.6% |
| 6M | +9.1% | +5.5% | +3.7% | +7.1% |
| YTD | +4.5% | +15.7% | -11.2% | -0.3% |
| 1Y | +10.1% | +20.9% | -10.8% | +3.6% |
| 3Y | +77.6% | +112.4% | -34.7% | +41.4% |
| 5Y | +73.7% | +101.4% | -27.6% | +39.3% |
| 10Y | +411.5% | +60.6% | +350.9% | +295.8% |
| All | +727.5% | +2,894.3% | -2,166.8% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling