+497.2%
BNY vs IWF
+713.0%
-215.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +1.0% |
| 7D | -1.1% | -1.7% | +0.7% | +0.7% |
| 30D | +1.4% | -1.8% | +3.3% | +3.2% |
| 3M | +16.8% | +1.5% | +15.4% | +14.2% |
| 6M | +42.0% | +7.7% | +34.3% | +30.1% |
| YTD | +41.9% | +2.7% | +39.2% | +36.3% |
| 1Y | +59.2% | +6.8% | +52.4% | +46.5% |
| 3Y | +290.9% | +76.9% | +214.1% | +105.6% |
| 5Y | +259.0% | +73.4% | +185.6% | +84.9% |
| 10Y | +413.0% | +416.4% | -3.4% | -31.1% |
| All | +497.2% | +713.0% | -215.9% | -65.2% |
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 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