+36.6%
BP vs IWF
-1.6%
+38.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.0% |
| 7D | -8.4% | -4.2% | -4.2% | -10.0% |
| 30D | +2.2% | -8.1% | +10.4% | -1.1% |
| 3M | +8.8% | -5.1% | +13.9% | +6.8% |
| 6M | -0.5% | -1.4% | +0.9% | -0.9% |
| YTD | +36.2% | -0.1% | +36.3% | +37.9% |
| 1Y | +36.6% | -1.3% | +37.8% | +39.0% |
| All | +36.6% | -1.6% | +38.2% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling