+338.3%
SU vs IWF
+73.7%
+264.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.2% | -0.9% | +3.2% | +2.6% |
| 30D | +8.4% | -1.7% | +10.2% | +9.1% |
| 3M | +12.1% | +0.7% | +11.4% | +11.4% |
| 6M | +19.7% | +8.6% | +11.1% | +14.9% |
| YTD | +58.4% | +3.5% | +54.9% | +55.1% |
| 1Y | +67.2% | +7.0% | +60.2% | +60.9% |
| 3Y | +125.0% | +76.3% | +48.7% | +68.9% |
| All | +338.3% | +73.7% | +264.6% | +230.8% |
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 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