+2.2%
SPGI vs IWF
-4.2%
+6.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | +1.6% | -2.9% | +4.5% | +1.9% |
| 30D | +16.1% | -10.9% | +26.9% | +17.8% |
| 3M | +15.5% | -8.1% | +23.5% | +16.5% |
| 6M | +19.6% | -7.5% | +27.2% | +20.5% |
| YTD | -3.6% | -3.4% | -0.2% | -4.7% |
| 1Y | +2.2% | -5.0% | +7.2% | +0.8% |
| All | +2.2% | -4.2% | +6.4% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling