+11.1%
SMR vs IWF
+89.5%
-78.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.3% | +15.6% | +15.7% |
| 7D | +21.4% | +1.5% | +19.9% | +18.8% |
| 30D | +13.8% | -1.3% | +15.1% | +16.2% |
| 3M | +3.9% | +0.1% | +3.8% | +5.6% |
| 6M | -4.2% | +10.3% | -14.5% | -12.1% |
| YTD | -21.1% | +4.2% | -25.3% | -21.5% |
| 1Y | -67.1% | +9.3% | -76.4% | -68.3% |
| 3Y | +88.9% | +79.3% | +9.5% | +36.5% |
| All | +11.1% | +89.5% | -78.4% | -27.7% |
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