+179.0%
SAP vs IWF
+412.6%
-233.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | +0.3% | -1.4% | +1.7% | +1.4% |
| 3M | +16.9% | +0.4% | +16.4% | +15.6% |
| 6M | +6.3% | +8.5% | -2.1% | -1.3% |
| YTD | -12.4% | +3.7% | -16.1% | -15.5% |
| 1Y | -21.6% | +8.5% | -30.1% | -27.4% |
| 3Y | +54.8% | +78.5% | -23.8% | -7.0% |
| 5Y | +56.2% | +73.6% | -17.5% | -5.1% |
| 10Y | +179.0% | +421.3% | -242.2% | -39.7% |
| All | +179.0% | +412.6% | -233.5% | -39.7% |
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