+154.8%
SO vs IWF
+418.7%
-263.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | -3.7% | -1.8% | -1.9% | -3.2% |
| 3M | -5.9% | +1.5% | -7.3% | -6.6% |
| 6M | -7.3% | +7.7% | -15.0% | -10.0% |
| YTD | +3.1% | +2.7% | +0.4% | +1.5% |
| 1Y | -1.0% | +6.8% | -7.8% | -4.0% |
| 3Y | +43.2% | +76.9% | -33.6% | +10.3% |
| 5Y | +59.1% | +73.4% | -14.3% | +20.9% |
| All | +154.8% | +418.7% | -263.9% | +12.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling