+650.0%
IWF vs SUI
+1,627.9%
-977.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.8% |
| 7D | -5.0% | +6.2% | -11.2% | -7.1% |
| 30D | -13.2% | +8.6% | -21.8% | -16.0% |
| 3M | -9.4% | +1.0% | -10.4% | -10.2% |
| 6M | -8.6% | -2.6% | -6.0% | -8.6% |
| YTD | -5.3% | -0.1% | -5.2% | -6.4% |
| 1Y | -5.0% | +0.5% | -5.5% | -6.4% |
| 3Y | +64.6% | +15.3% | +49.4% | +50.7% |
| 5Y | +50.8% | -26.1% | +76.9% | +60.3% |
| 10Y | +385.7% | +117.8% | +267.9% | +239.2% |
| All | +650.0% | +1,627.9% | -977.9% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling