+489.2%
SPCX vs IWF
+37.0%
+452.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +7.8% |
| 7D | +3.6% | +2.8% | +0.8% | -19.7% |
| 30D | -8.6% | -7.5% | -1.0% | +41.4% |
| 3M | -1.5% | -8.5% | +6.9% | +51.9% |
| 6M | +532.9% | +6.6% | +526.3% | +427.1% |
| YTD | +538.6% | -2.6% | +541.2% | +431.1% |
| 1Y | +442.9% | -1.8% | +444.7% | +351.6% |
| All | +489.2% | +37.0% | +452.2% | +376.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling