-7.7%
SRE vs IWF
-1.6%
-6.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.8% |
| 7D | -2.1% | -4.2% | +2.1% | -2.4% |
| 30D | +6.1% | -8.1% | +14.2% | +5.5% |
| 3M | -3.5% | -5.1% | +1.5% | -3.8% |
| 6M | -10.8% | -1.4% | -9.4% | -11.3% |
| YTD | -4.0% | -0.1% | -3.9% | -4.2% |
| 1Y | -7.7% | -1.3% | -6.4% | -7.8% |
| All | -7.7% | -1.6% | -6.0% | -7.8% |
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