-18.5%
SPGI vs IWF
+8.6%
-27.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | +2.0% | -1.4% | +3.4% | +2.2% |
| 3M | +4.3% | +0.4% | +3.9% | +4.1% |
| 6M | -0.2% | +8.5% | -8.7% | -3.5% |
| YTD | -14.8% | +3.7% | -18.5% | -16.8% |
| 1Y | -18.5% | +8.5% | -27.0% | -21.0% |
| All | -18.5% | +8.6% | -27.2% | -21.0% |
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