+1,968.3%
SRE vs IWF
+670.6%
+1,297.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | +1.8% | +2.8% | -1.1% | +0.2% |
| 30D | -3.0% | -7.5% | +4.6% | +0.8% |
| 3M | -7.3% | -8.5% | +1.2% | -3.3% |
| 6M | -11.9% | -7.4% | -4.5% | -9.2% |
| YTD | -7.9% | -2.6% | -5.2% | -8.0% |
| 1Y | -11.1% | -1.8% | -9.3% | -11.7% |
| 3Y | +24.8% | +65.5% | -40.7% | -8.8% |
| 5Y | +52.4% | +55.8% | -3.5% | +12.1% |
| 10Y | +127.9% | +384.9% | -257.0% | -15.7% |
| All | +1,968.3% | +670.6% | +1,297.6% | +304.8% |
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