+2,067.1%
SRE vs IWF
+727.1%
+1,340.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.5% | -0.9% | -0.6% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | -6.3% | -2.6% | -3.7% | -5.5% |
| 6M | -10.7% | +9.1% | -19.8% | -15.5% |
| YTD | -3.5% | +4.5% | -7.9% | -6.7% |
| 1Y | +5.3% | +10.1% | -4.8% | -1.3% |
| 3Y | +31.8% | +77.6% | -45.9% | -7.0% |
| 5Y | +47.4% | +73.7% | -26.4% | +2.4% |
| 10Y | +120.6% | +411.5% | -291.0% | -20.2% |
| All | +2,067.1% | +727.1% | +1,340.0% | +310.2% |
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