+214.7%
SNDU vs IWF
+9.3%
+205.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -12.3% |
| 7D | -12.7% | -0.9% | -11.8% | -8.1% |
| 30D | +35.8% | -1.7% | +37.5% | +52.3% |
| 3M | -54.8% | +0.7% | -55.5% | -45.9% |
| All | +214.7% | +9.3% | +205.4% | +174.2% |
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