-5.1%
SAP vs IWF
-3.4%
-1.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +0.6% | +2.8% | -2.2% | -0.3% |
| 30D | +6.5% | -7.5% | +14.1% | +9.6% |
| 3M | +12.2% | -8.5% | +20.7% | +15.8% |
| 6M | +46.1% | -7.4% | +53.5% | +51.2% |
| YTD | -1.6% | -2.6% | +1.0% | -0.3% |
| 1Y | -5.1% | -1.8% | -3.3% | -4.4% |
| All | -5.1% | -3.4% | -1.7% | -4.4% |
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