+553.4%
SE vs IWF
+306.2%
+247.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -2.4% |
| 7D | -5.2% | -0.9% | -4.3% | -4.0% |
| 30D | -17.1% | -1.7% | -15.3% | -15.2% |
| 3M | +24.0% | +0.7% | +23.3% | +21.7% |
| 6M | +21.0% | +8.6% | +12.4% | +6.8% |
| YTD | -16.7% | +3.5% | -20.2% | -21.4% |
| 1Y | -45.9% | +7.0% | -53.0% | -51.4% |
| 3Y | +177.8% | +76.3% | +101.5% | +18.2% |
| 5Y | -67.4% | +74.8% | -142.1% | -84.6% |
| All | +553.4% | +306.2% | +247.2% | +18.2% |
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 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