+196.3%
SO vs IWF
+392.3%
-196.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +7.8% | -8.3% | +16.1% | +10.3% |
| 3M | +2.9% | -5.6% | +8.5% | +4.4% |
| 6M | +2.5% | -5.4% | +7.9% | +3.5% |
| YTD | +10.3% | -1.2% | +11.4% | +9.5% |
| 1Y | +6.4% | -2.7% | +9.0% | +6.1% |
| 3Y | +52.8% | +67.8% | -15.0% | +19.6% |
| 5Y | +78.7% | +60.1% | +18.6% | +40.4% |
| 10Y | +196.3% | +392.2% | -195.9% | +34.1% |
| All | +196.3% | +392.3% | -196.0% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling