-13.6%
BKNG vs IWF
-1.6%
-12.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.7% |
| 7D | +15.6% | -4.2% | +19.7% | +17.6% |
| 30D | +8.0% | -8.1% | +16.1% | +12.1% |
| 3M | -11.8% | -5.1% | -6.7% | -10.0% |
| 6M | +3.8% | -1.4% | +5.2% | +2.7% |
| YTD | -19.6% | -0.1% | -19.5% | -21.0% |
| 1Y | -13.6% | -1.3% | -12.3% | -14.2% |
| All | -13.6% | -1.6% | -12.0% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling