+134.0%
BP vs IWF
+418.7%
-284.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +5.7% | -1.7% | +7.4% | +6.6% |
| 30D | +8.1% | -1.8% | +9.9% | +9.0% |
| 3M | +8.6% | +1.5% | +7.2% | +7.1% |
| 6M | +18.1% | +7.7% | +10.4% | +12.1% |
| YTD | +37.6% | +2.7% | +34.9% | +33.8% |
| 1Y | +39.4% | +6.8% | +32.6% | +32.3% |
| 3Y | +40.1% | +76.9% | -36.8% | -3.4% |
| 5Y | +141.3% | +73.4% | +67.9% | +64.4% |
| All | +134.0% | +418.7% | -284.6% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling