+727.5%
IWF vs SUI
+1,598.4%
-870.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.5% | -2.8% | +3.4% | +1.5% |
| 30D | -0.4% | -1.2% | +0.8% | -0.1% |
| 3M | -2.6% | -1.7% | -0.9% | -2.5% |
| 6M | +9.1% | -10.5% | +19.6% | +12.8% |
| YTD | +4.5% | -1.8% | +6.3% | +4.3% |
| 1Y | +10.1% | -4.1% | +14.2% | +10.5% |
| 3Y | +77.6% | +11.3% | +66.4% | +64.9% |
| 5Y | +73.7% | -32.1% | +105.8% | +91.1% |
| 10Y | +411.5% | +110.4% | +301.1% | +262.8% |
| All | +727.5% | +1,598.4% | -870.8% | +124.0% |
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