+1,993.4%
SU vs IWF
+720.7%
+1,272.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.0% |
| 7D | +1.6% | +0.5% | +1.0% | +1.1% |
| 30D | +10.7% | -1.4% | +12.1% | +11.8% |
| 3M | +13.5% | +0.4% | +13.1% | +12.0% |
| 6M | +21.8% | +8.5% | +13.4% | +12.1% |
| YTD | +58.8% | +3.7% | +55.2% | +51.1% |
| 1Y | +72.0% | +8.5% | +63.6% | +57.1% |
| 3Y | +121.7% | +78.5% | +43.2% | +30.7% |
| 5Y | +350.4% | +73.6% | +276.8% | +161.5% |
| 10Y | +264.7% | +421.3% | -156.6% | -20.6% |
| All | +1,993.4% | +720.7% | +1,272.7% | +134.6% |
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