+81.0%
BSX vs IWF
+422.7%
-341.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -10.1% | -0.9% | -9.2% | -9.5% |
| 30D | -16.4% | -1.7% | -14.7% | -15.5% |
| 3M | -8.9% | +0.7% | -9.5% | -9.9% |
| 6M | -38.3% | +8.6% | -46.8% | -42.3% |
| YTD | -54.9% | +3.5% | -58.4% | -56.5% |
| 1Y | -58.8% | +7.0% | -65.8% | -61.4% |
| 3Y | -21.2% | +76.3% | -97.6% | -50.1% |
| 5Y | -3.3% | +74.8% | -78.1% | -39.6% |
| All | +81.0% | +422.7% | -341.8% | -62.8% |
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 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