-21.0%
BSX vs IWF
+75.5%
-96.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -8.2% | -1.7% | -6.5% | -7.6% |
| 30D | -15.8% | -1.8% | -14.0% | -15.2% |
| 3M | -10.8% | +1.5% | -12.3% | -11.7% |
| 6M | -38.4% | +7.7% | -46.1% | -40.6% |
| YTD | -54.8% | +2.7% | -57.5% | -55.6% |
| 1Y | -59.0% | +6.8% | -65.8% | -60.6% |
| All | -21.0% | +75.5% | -96.5% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling