+492.1%
BBY vs IWF
+713.0%
-221.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.0% |
| 7D | +0.7% | -1.7% | +2.4% | +2.5% |
| 30D | +5.8% | -1.8% | +7.6% | +7.6% |
| 3M | +18.0% | +1.5% | +16.6% | +15.1% |
| 6M | +39.8% | +7.7% | +32.1% | +27.2% |
| YTD | +35.4% | +2.7% | +32.7% | +28.9% |
| 1Y | +21.4% | +6.8% | +14.6% | +10.9% |
| 3Y | +39.5% | +76.9% | -37.3% | -27.4% |
| 5Y | -0.5% | +73.4% | -73.9% | -48.1% |
| 10Y | +240.0% | +416.4% | -176.4% | -48.8% |
| All | +492.1% | +713.0% | -221.0% | -46.5% |
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