+73.4%
IWF vs SPYG
+82.6%
-9.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.1% |
| 7D | -1.7% | -1.8% | +0.1% | +0.1% |
| 30D | -1.8% | -1.9% | +0.1% | +0.1% |
| 3M | +1.5% | +5.2% | -3.7% | -3.5% |
| 6M | +7.7% | +15.6% | -7.9% | -6.9% |
| YTD | +2.7% | +12.4% | -9.7% | -8.8% |
| 1Y | +6.8% | +17.5% | -10.7% | -9.3% |
| 3Y | +76.9% | +98.1% | -21.2% | -11.6% |
| 5Y | +73.4% | +84.9% | -11.5% | -6.6% |
| All | +73.4% | +82.6% | -9.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling