Deflationary Boom

Specification

Policy

Rebalancing Interval	Quarterly
Weights Algorithm	Equal Weights

Assets

iShares Russell 1000 Growth ETF (IWF)

ISHARES MSCI EAFE GROWTH ETF (EFG)

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Policy Report

Backtest Report

From 2008-04-01 to 2024-04-25 (16y 24d)

Returns (annualized)

Portfolio	8.52%
Benchmark	10.81%

Risk (annualized)

Portfolio	21.30%
Benchmark	20.18%

Sharpe (annualized)

Portfolio	0.45
Benchmark	0.56

Excess Return (annualized)

-2.29%

Tracking Error (annualized)

7.85%

Risk Free Rate (annualized)

0.98%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

21.47

Skew

-0.31

Data Table

Factor Coefficients
Factor	Portfolio	Benchmark
Market Factor	0.9649	0.9649
Style Factor	-0.4549	-0.4549
Size Factor	0.0396	0.0396
U.S. Tilt (Non U.S.)	-0.0017	-0.0017

Adjusted R²

Portfolio	0.94
Benchmark	0.97

Intercept

Portfolio	0.00
Benchmark	0.00

Factor Attribution