+26.1%
BIL vs IWF
+383.8%
-357.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | 0.0% |
| 7D | +0.1% | +2.8% | -2.7% | +0.1% |
| 30D | +0.3% | -7.5% | +7.9% | +0.3% |
| 3M | +1.0% | -8.5% | +9.4% | +1.0% |
| 6M | +1.9% | -7.4% | +9.3% | +1.9% |
| YTD | +3.2% | -2.6% | +5.8% | +3.2% |
| 1Y | +3.7% | -1.8% | +5.5% | +3.7% |
| 3Y | +13.8% | +65.5% | -51.6% | +13.8% |
| 5Y | +20.3% | +55.8% | -35.6% | +20.3% |
| All | +26.1% | +383.8% | -357.6% | +26.0% |
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