+171.3%
SLB vs IWF
+727.1%
-555.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | +15.8% | -0.4% | +16.2% | +16.1% |
| 3M | -0.3% | -2.6% | +2.3% | +1.3% |
| 6M | +21.3% | +9.1% | +12.2% | +11.4% |
| YTD | +52.3% | +4.5% | +47.8% | +44.9% |
| 1Y | +63.6% | +10.1% | +53.5% | +48.1% |
| 3Y | +3.8% | +77.6% | -73.9% | -39.9% |
| 5Y | +128.6% | +73.7% | +54.9% | +28.1% |
| 10Y | -3.1% | +411.5% | -414.6% | -80.8% |
| All | +171.3% | +727.1% | -555.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling