+392.2%
IWF vs SUI
+120.9%
+271.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -1.1% | -2.4% | +1.4% | -0.3% |
| 30D | -8.3% | +3.3% | -11.6% | -9.6% |
| 3M | -5.6% | +0.7% | -6.2% | -6.2% |
| 6M | -5.4% | -4.1% | -1.3% | -5.0% |
| YTD | -1.2% | -1.8% | +0.6% | -1.8% |
| 1Y | -2.7% | -4.1% | +1.4% | -2.5% |
| 3Y | +67.8% | +17.4% | +50.4% | +51.3% |
| 5Y | +60.1% | -27.0% | +87.1% | +73.1% |
| 10Y | +392.2% | +121.2% | +271.0% | +291.5% |
| All | +392.2% | +120.9% | +271.3% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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