+30.9%
BMY vs IWF
+55.4%
-24.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.1% | +2.8% | -0.7% | +1.8% |
| 30D | +7.0% | -7.5% | +14.5% | +7.7% |
| 3M | -0.9% | -8.5% | +7.6% | -0.2% |
| 6M | +14.9% | -7.4% | +22.3% | +15.4% |
| YTD | +22.8% | -2.6% | +25.5% | +22.5% |
| 1Y | +36.2% | -1.8% | +38.1% | +35.8% |
| 3Y | +45.7% | +65.5% | -19.8% | +34.0% |
| All | +30.9% | +55.4% | -24.5% | +14.3% |
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