+246.5%
BBY vs IWF
+422.7%
-176.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.4% |
| 7D | +0.6% | -0.9% | +1.5% | +1.4% |
| 30D | +9.4% | -1.7% | +11.1% | +10.9% |
| 3M | +19.3% | +0.7% | +18.7% | +17.7% |
| 6M | +47.9% | +8.6% | +39.4% | +35.7% |
| YTD | +39.6% | +3.5% | +36.0% | +33.3% |
| 1Y | +22.2% | +7.0% | +15.2% | +13.2% |
| 3Y | +45.0% | +76.3% | -31.4% | -17.2% |
| 5Y | +2.6% | +74.8% | -72.2% | -41.6% |
| All | +246.5% | +422.7% | -176.2% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling