-48.0%
SE vs IWF
-3.5%
-44.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -1.5% | +5.3% | -6.8% | -5.9% |
| 30D | -22.3% | -8.6% | -13.7% | -15.9% |
| 3M | -41.8% | -6.5% | -35.3% | -38.4% |
| 6M | -22.4% | -5.6% | -16.8% | -18.4% |
| YTD | -41.6% | -1.5% | -40.0% | -41.5% |
| 1Y | -48.0% | -2.8% | -45.2% | -47.1% |
| All | -48.0% | -3.5% | -44.5% | -47.1% |
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