+91.7%
BKNG vs IWF
+72.3%
+19.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.3% |
| 7D | -10.7% | -1.7% | -9.0% | -9.4% |
| 30D | -18.1% | -1.8% | -16.3% | -17.0% |
| 3M | +8.5% | +1.5% | +7.1% | +6.5% |
| 6M | -0.1% | +7.7% | -7.8% | -7.1% |
| YTD | -18.2% | +2.7% | -20.9% | -20.7% |
| 1Y | -19.9% | +6.8% | -26.6% | -25.0% |
| 3Y | +41.6% | +76.9% | -35.3% | -16.5% |
| All | +91.7% | +72.3% | +19.4% | +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 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