+630.1%
SAP vs IWF
+727.1%
-96.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.4% |
| 30D | +9.0% | -0.4% | +9.4% | +9.5% |
| 3M | +14.9% | -2.6% | +17.6% | +16.8% |
| 6M | +11.9% | +9.1% | +2.7% | +0.7% |
| YTD | -9.9% | +4.5% | -14.4% | -15.0% |
| 1Y | -19.5% | +10.1% | -29.6% | -28.4% |
| 3Y | +61.8% | +77.6% | -15.8% | -15.9% |
| 5Y | +56.2% | +73.7% | -17.6% | -19.3% |
| 10Y | +180.6% | +411.5% | -230.9% | -60.0% |
| All | +630.1% | +727.1% | -96.9% | -34.4% |
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 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