+221.3%
BMY vs IWF
+670.6%
-449.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +2.1% | +2.8% | -0.7% | +0.7% |
| 30D | +7.0% | -7.5% | +14.5% | +10.6% |
| 3M | -0.9% | -8.5% | +7.6% | +2.8% |
| 6M | +14.9% | -7.4% | +22.3% | +18.0% |
| YTD | +22.8% | -2.6% | +25.5% | +22.7% |
| 1Y | +36.2% | -1.8% | +38.1% | +35.4% |
| 3Y | +45.7% | +65.5% | -19.8% | +7.7% |
| 5Y | +31.3% | +55.8% | -24.6% | -3.0% |
| 10Y | +60.6% | +384.9% | -324.3% | -40.5% |
| All | +221.3% | +670.6% | -449.4% | -32.0% |
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