-67.0%
SE vs IWF
+73.3%
-140.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.6% |
| 7D | +0.6% | +1.5% | -0.9% | -1.7% |
| 30D | -0.1% | -1.3% | +1.2% | +1.6% |
| 3M | +34.1% | +0.1% | +34.0% | +32.5% |
| 6M | +23.2% | +10.3% | +12.9% | +4.6% |
| YTD | -11.2% | +4.2% | -15.3% | -17.6% |
| 1Y | -40.5% | +9.3% | -49.8% | -49.0% |
| 3Y | +196.3% | +79.3% | +116.9% | +2.1% |
| 5Y | -67.0% | +73.8% | -140.8% | -87.0% |
| All | -67.0% | +73.3% | -140.4% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling