+7,661.0%
BLK vs IWF
+713.0%
+6,947.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -5.2% | -1.7% | -3.5% | -3.6% |
| 30D | -7.0% | -1.8% | -5.2% | -5.4% |
| 3M | +5.7% | +1.5% | +4.2% | +3.6% |
| 6M | +11.0% | +7.7% | +3.3% | +2.6% |
| YTD | +0.9% | +2.7% | -1.8% | -2.3% |
| 1Y | -1.6% | +6.8% | -8.4% | -8.6% |
| 3Y | +64.5% | +76.9% | -12.4% | -8.5% |
| 5Y | +30.9% | +73.4% | -42.5% | -26.3% |
| 10Y | +275.1% | +416.4% | -141.3% | -27.4% |
| All | +7,661.0% | +713.0% | +6,947.9% | +702.0% |
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 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