+518.1%
BE vs IWF
+59.3%
+458.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.3% | +10.7% | +8.9% |
| 7D | +4.5% | -1.1% | +5.6% | +8.5% |
| 30D | -20.1% | -8.3% | -11.9% | -4.1% |
| 3M | -0.8% | -5.6% | +4.7% | +14.2% |
| 6M | -26.2% | -5.4% | -20.8% | -12.5% |
| YTD | +141.1% | -1.2% | +142.3% | +170.1% |
| 1Y | +64.8% | -2.7% | +67.5% | +93.4% |
| 3Y | +1,887.4% | +67.8% | +1,819.6% | +921.9% |
| 5Y | +518.1% | +60.1% | +458.0% | +256.8% |
| All | +518.1% | +59.3% | +458.8% | +256.8% |
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