+156.5%
SO vs IWF
+423.5%
-267.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -2.5% | -1.4% | -1.1% | -2.1% |
| 3M | -4.2% | +0.4% | -4.6% | -4.6% |
| 6M | -7.7% | +8.5% | -16.1% | -10.5% |
| YTD | +3.8% | +3.7% | +0.1% | +1.9% |
| 1Y | +0.1% | +8.5% | -8.4% | -3.5% |
| 3Y | +44.2% | +78.5% | -34.3% | +10.7% |
| 5Y | +57.9% | +73.6% | -15.8% | +20.2% |
| All | +156.5% | +423.5% | -267.1% | +12.7% |
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 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