-19.5%
SAP vs IWF
+10.9%
-30.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.2% |
| 30D | +9.0% | -0.4% | +9.4% | +9.2% |
| 3M | +14.9% | -2.6% | +17.6% | +17.7% |
| 6M | +11.9% | +9.1% | +2.7% | +5.2% |
| YTD | -9.9% | +4.5% | -14.4% | -12.1% |
| 1Y | -19.5% | +10.1% | -29.6% | -19.3% |
| All | -19.5% | +10.9% | -30.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling