+22.7%
SYY vs IWF
+71.2%
-48.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +1.5% | -1.7% | +3.2% | +2.1% |
| 30D | -2.3% | -1.8% | -0.5% | -1.7% |
| 3M | +5.5% | +1.5% | +4.0% | +4.6% |
| 6M | -1.0% | +7.7% | -8.7% | -4.2% |
| YTD | +14.1% | +2.7% | +11.4% | +12.2% |
| 1Y | +5.6% | +6.8% | -1.2% | +2.0% |
| 3Y | +27.9% | +76.9% | -49.0% | -5.4% |
| 5Y | +22.7% | +73.4% | -50.7% | -11.0% |
| All | +22.7% | +71.2% | -48.4% | -11.0% |
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