+409.4%
IWF vs SPY
+318.9%
+90.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -1.7% | -2.0% | +0.3% | +0.5% |
| 30D | -1.8% | -1.7% | -0.2% | 0.0% |
| 3M | +1.5% | +4.7% | -3.3% | -3.6% |
| 6M | +7.7% | +12.5% | -4.8% | -5.4% |
| YTD | +2.7% | +11.7% | -9.0% | -9.0% |
| 1Y | +6.8% | +17.5% | -10.7% | -10.6% |
| 3Y | +76.9% | +76.6% | +0.3% | -4.9% |
| 5Y | +73.4% | +82.0% | -8.6% | -8.7% |
| All | +409.4% | +318.9% | +90.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling