-44.2%
SE vs IWF
+6.4%
-50.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -4.8% | -1.7% | -3.1% | -3.2% |
| 30D | -18.1% | -1.8% | -16.3% | -16.7% |
| 3M | +30.6% | +1.5% | +29.2% | +27.9% |
| 6M | +20.8% | +7.7% | +13.1% | +9.5% |
| YTD | -15.6% | +2.7% | -18.3% | -18.7% |
| 1Y | -44.2% | +6.8% | -51.0% | -48.7% |
| All | -44.2% | +6.4% | -50.6% | -48.7% |
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