+1,679.6%
SO vs IWF
+727.1%
+952.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | -3.0% | -2.6% | -0.4% | -2.5% |
| 6M | -8.3% | +9.1% | -17.4% | -11.3% |
| YTD | +3.5% | +4.5% | -1.0% | +1.4% |
| 1Y | -0.9% | +10.1% | -11.0% | -4.9% |
| 3Y | +45.4% | +77.6% | -32.3% | +15.6% |
| 5Y | +59.6% | +73.7% | -14.1% | +25.6% |
| 10Y | +156.6% | +411.5% | -254.9% | +36.0% |
| All | +1,679.6% | +727.1% | +952.6% | +507.5% |
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