+727.5%
IWF vs SPY
+783.2%
-55.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | -2.6% | +2.0% | -4.6% | -4.4% |
| 6M | +9.1% | +13.0% | -3.9% | -3.5% |
| YTD | +4.5% | +13.5% | -9.1% | -8.0% |
| 1Y | +10.1% | +20.0% | -9.9% | -8.3% |
| 3Y | +77.6% | +77.2% | +0.4% | +0.4% |
| 5Y | +73.7% | +81.9% | -8.2% | -3.0% |
| 10Y | +411.5% | +314.1% | +97.5% | +27.7% |
| All | +727.5% | +783.2% | -55.7% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling