-40.9%
SE vs IWF
+10.9%
-51.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | +0.5% | -6.6% | -6.6% |
| 30D | -2.5% | -0.4% | -2.1% | -2.2% |
| 3M | +21.7% | -2.6% | +24.3% | +25.7% |
| 6M | +27.0% | +9.1% | +17.9% | +13.8% |
| YTD | -12.1% | +4.5% | -16.6% | -16.8% |
| 1Y | -40.9% | +10.1% | -51.0% | -47.2% |
| All | -40.9% | +10.9% | -51.8% | -47.2% |
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