+10.1%
IWF vs SPYG
+22.6%
-12.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +0.5% | +0.4% | +0.2% | +0.2% |
| 30D | -0.4% | -0.4% | +0.1% | 0.0% |
| 3M | -2.6% | +0.5% | -3.2% | -3.1% |
| 6M | +9.1% | +17.5% | -8.3% | -6.1% |
| YTD | +4.5% | +14.3% | -9.9% | -7.8% |
| 1Y | +10.1% | +21.7% | -11.6% | -8.5% |
| All | +10.1% | +22.6% | -12.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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