+692.4%
SAP vs IWF
+649.6%
+42.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.4% |
| 7D | -0.7% | -5.0% | +4.3% | +4.1% |
| 30D | +11.1% | -13.2% | +24.3% | +27.3% |
| 3M | +17.0% | -9.4% | +26.5% | +28.1% |
| 6M | +34.8% | -8.6% | +43.4% | +44.3% |
| YTD | -2.2% | -5.3% | +3.1% | +0.9% |
| 1Y | -6.4% | -5.0% | -1.5% | -4.0% |
| 3Y | +75.1% | +64.6% | +10.5% | -2.7% |
| 5Y | +69.8% | +50.8% | +19.0% | +0.8% |
| 10Y | +219.8% | +385.7% | -165.9% | -52.9% |
| All | +692.4% | +649.6% | +42.8% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling