-4.8%
SLB vs IWF
+409.9%
-414.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +0.4% | +1.5% | -1.1% | -0.6% |
| 30D | +13.6% | -1.3% | +14.9% | +14.5% |
| 3M | +1.5% | +0.1% | +1.4% | +0.9% |
| 6M | +23.0% | +10.3% | +12.8% | +14.0% |
| YTD | +51.2% | +4.2% | +47.1% | +45.7% |
| 1Y | +63.5% | +9.3% | +54.2% | +51.7% |
| 3Y | +2.5% | +79.3% | -76.8% | -35.2% |
| 5Y | +139.2% | +73.8% | +65.4% | +50.5% |
| 10Y | -4.8% | +410.9% | -415.7% | -75.9% |
| All | -4.8% | +409.9% | -414.7% | -75.9% |
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