+2,739.3%
SPGI vs IWF
+727.1%
+2,012.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | +8.4% | -0.4% | +8.8% | +8.6% |
| 3M | +11.8% | -2.6% | +14.4% | +13.2% |
| 6M | +5.7% | +9.1% | -3.4% | -3.5% |
| YTD | -9.7% | +4.5% | -14.2% | -14.3% |
| 1Y | -12.5% | +10.1% | -22.5% | -21.2% |
| 3Y | +21.8% | +77.6% | -55.8% | -30.7% |
| 5Y | +8.2% | +73.7% | -65.5% | -38.2% |
| 10Y | +309.5% | +411.5% | -102.0% | -13.0% |
| All | +2,739.3% | +727.1% | +2,012.2% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling