+334.0%
SPGI vs IWF
+377.5%
-43.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.2% |
| 7D | +1.6% | -2.9% | +4.5% | +3.7% |
| 30D | +16.1% | -10.9% | +26.9% | +26.2% |
| 3M | +15.5% | -8.1% | +23.5% | +22.3% |
| 6M | +19.6% | -7.5% | +27.2% | +25.0% |
| YTD | -3.6% | -3.4% | -0.2% | -3.1% |
| 1Y | +2.2% | -5.0% | +7.2% | +4.0% |
| 3Y | +30.1% | +64.0% | -33.9% | -20.8% |
| 5Y | +14.9% | +56.8% | -41.8% | -27.8% |
| 10Y | +334.0% | +381.2% | -47.2% | -16.7% |
| All | +334.0% | +377.5% | -43.5% | -16.7% |
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