+136.9%
BP vs IWF
+73.6%
+63.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | +9.1% | -1.3% | +10.4% | +9.5% |
| 3M | +3.9% | +0.1% | +3.8% | +3.6% |
| 6M | +13.6% | +10.3% | +3.4% | +9.4% |
| YTD | +34.0% | +4.2% | +29.9% | +31.6% |
| 1Y | +39.2% | +9.3% | +29.9% | +34.0% |
| 3Y | +36.4% | +79.3% | -42.9% | +8.2% |
| All | +136.9% | +73.6% | +63.2% | +84.8% |
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