+63.3%
SLB vs IWF
+8.6%
+54.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | +7.8% | -1.4% | +9.2% | +8.2% |
| 3M | +2.7% | +0.4% | +2.2% | +2.6% |
| 6M | +22.2% | +8.5% | +13.7% | +19.1% |
| YTD | +51.1% | +3.7% | +47.4% | +48.7% |
| 1Y | +63.3% | +8.5% | +54.9% | +65.9% |
| All | +63.3% | +8.6% | +54.7% | +65.9% |
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 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