+1.3%
BBY vs IWF
+73.7%
-72.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.5% |
| 7D | +0.6% | -0.9% | +1.5% | +1.3% |
| 30D | +9.4% | -1.7% | +11.1% | +10.7% |
| 3M | +19.3% | +0.7% | +18.7% | +18.0% |
| 6M | +47.9% | +8.6% | +39.4% | +37.3% |
| YTD | +39.6% | +3.5% | +36.0% | +34.3% |
| 1Y | +22.2% | +7.0% | +15.2% | +14.4% |
| 3Y | +45.0% | +76.3% | -31.4% | -12.1% |
| All | +1.3% | +73.7% | -72.4% | -40.6% |
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 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