+1,789.9%
SO vs IWF
+671.5%
+1,118.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +8.6% | -10.1% | +18.7% | +11.9% |
| 3M | +1.8% | -7.6% | +9.4% | +4.0% |
| 6M | +3.6% | -6.7% | +10.4% | +5.2% |
| YTD | +9.9% | -2.5% | +12.5% | +9.7% |
| 1Y | +5.7% | -2.1% | +7.8% | +5.2% |
| 3Y | +52.5% | +68.6% | -16.1% | +22.9% |
| 5Y | +77.3% | +55.8% | +21.5% | +44.3% |
| 10Y | +186.8% | +383.3% | -196.5% | +54.2% |
| All | +1,789.9% | +671.5% | +1,118.5% | +557.3% |
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 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