+229.3%
SAP vs IWF
+392.3%
-162.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -1.6% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | +7.5% | -8.3% | +15.7% | +14.3% |
| 3M | +11.6% | -5.6% | +17.2% | +15.8% |
| 6M | +37.6% | -5.4% | +43.0% | +41.5% |
| YTD | -2.0% | -1.2% | -0.8% | -2.7% |
| 1Y | -6.4% | -2.7% | -3.7% | -6.0% |
| 3Y | +67.7% | +67.8% | -0.1% | +5.1% |
| 5Y | +75.7% | +60.1% | +15.6% | +13.3% |
| 10Y | +229.3% | +392.2% | -162.8% | -25.8% |
| All | +229.3% | +392.3% | -162.9% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling