+363.5%
SE vs IWF
+282.0%
+81.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.7% |
| 7D | -0.5% | +2.8% | -3.3% | -4.5% |
| 30D | -20.9% | -7.5% | -13.4% | -12.5% |
| 3M | -38.9% | -8.5% | -30.4% | -31.6% |
| 6M | -19.4% | -7.4% | -12.0% | -12.1% |
| YTD | -40.9% | -2.6% | -38.3% | -39.9% |
| 1Y | -46.2% | -1.8% | -44.3% | -45.8% |
| 3Y | +63.7% | +65.5% | -1.7% | -24.8% |
| 5Y | -77.9% | +55.8% | -133.8% | -88.0% |
| All | +363.5% | +282.0% | +81.4% | -9.6% |
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