+258.9%
BSX vs IWF
+724.4%
-465.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | -6.4% | +1.5% | -7.9% | -7.5% |
| 30D | -8.8% | -1.3% | -7.5% | -8.0% |
| 3M | -7.6% | +0.1% | -7.8% | -8.5% |
| 6M | -37.0% | +10.3% | -47.2% | -42.3% |
| YTD | -52.8% | +4.2% | -57.0% | -55.0% |
| 1Y | -58.4% | +9.3% | -67.7% | -62.0% |
| 3Y | -16.5% | +79.3% | -95.8% | -50.0% |
| 5Y | -1.2% | +73.8% | -74.9% | -41.1% |
| 10Y | +83.7% | +410.9% | -327.2% | -56.3% |
| All | +258.9% | +724.4% | -465.5% | -50.1% |
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