+193.2%
BP vs IWF
+727.1%
-533.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | +0.5% | +3.4% | +3.5% |
| 30D | +7.6% | -0.4% | +8.0% | +7.7% |
| 3M | +0.7% | -2.6% | +3.3% | +1.6% |
| 6M | +15.5% | +9.1% | +6.3% | +7.1% |
| YTD | +30.8% | +4.5% | +26.3% | +24.8% |
| 1Y | +34.3% | +10.1% | +24.2% | +23.2% |
| 3Y | +35.1% | +77.6% | -42.6% | -13.5% |
| 5Y | +126.8% | +73.7% | +53.1% | +42.3% |
| 10Y | +123.4% | +411.5% | -288.2% | -39.0% |
| All | +193.2% | +727.1% | -533.8% | -62.1% |
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