+12.4%
SPGI vs IWF
+54.7%
-42.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -1.0% |
| 7D | -0.9% | -1.0% | +0.2% | -0.4% |
| 30D | +15.5% | -10.1% | +25.6% | +22.6% |
| 3M | +15.7% | -7.6% | +23.3% | +20.5% |
| 6M | +19.1% | -6.7% | +25.8% | +22.6% |
| YTD | -4.1% | -2.5% | -1.5% | -4.1% |
| 1Y | +1.2% | -2.1% | +3.3% | +0.6% |
| 3Y | +31.6% | +68.6% | -37.1% | -14.4% |
| 5Y | +12.4% | +55.8% | -43.4% | -24.4% |
| All | +12.4% | +54.7% | -42.2% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling