-73.1%
SMR vs IWF
+10.9%
-84.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | +0.5% | +3.9% | +2.6% |
| 30D | +3.4% | -0.4% | +3.8% | +5.1% |
| 3M | -19.2% | -2.6% | -16.6% | -9.5% |
| 6M | -22.6% | +9.1% | -31.8% | -36.6% |
| YTD | -31.5% | +4.5% | -36.0% | -35.0% |
| 1Y | -73.1% | +10.1% | -83.2% | -82.1% |
| All | -73.1% | +10.9% | -84.0% | -82.1% |
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