-14.4%
SLB vs IWF
+389.3%
-403.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +2.6% | +5.3% | -2.7% | -1.0% |
| 30D | +4.4% | -8.6% | +13.0% | +10.8% |
| 3M | -2.7% | -6.5% | +3.8% | +1.5% |
| 6M | -7.5% | -5.6% | -1.9% | -4.6% |
| YTD | +34.8% | -1.5% | +36.4% | +34.6% |
| 1Y | +44.6% | -2.8% | +47.4% | +45.5% |
| 3Y | +3.2% | +67.1% | -64.0% | -31.5% |
| 5Y | +73.6% | +57.6% | +15.9% | +18.0% |
| All | -14.4% | +389.3% | -403.6% | -74.8% |
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