+694.3%
IWF vs SPYG
+561.6%
+132.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +1.5% | +1.2% | +0.3% | +0.4% |
| 30D | -1.3% | -1.6% | +0.3% | +0.1% |
| 3M | +0.1% | +3.4% | -3.2% | -2.7% |
| 6M | +10.3% | +18.9% | -8.6% | -5.3% |
| YTD | +4.2% | +13.8% | -9.6% | -7.0% |
| 1Y | +9.3% | +20.6% | -11.3% | -7.2% |
| 3Y | +79.3% | +100.5% | -21.2% | -1.8% |
| 5Y | +73.8% | +84.6% | -10.8% | +2.8% |
| 10Y | +410.9% | +410.8% | +0.1% | +32.0% |
| All | +694.3% | +561.6% | +132.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling