+661.1%
BX vs IWF
+422.7%
+238.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.6% |
| 7D | -5.6% | -0.9% | -4.7% | -4.5% |
| 30D | -12.2% | -1.7% | -10.5% | -10.4% |
| 3M | +7.4% | +0.7% | +6.7% | +6.0% |
| 6M | +22.2% | +8.6% | +13.6% | +10.2% |
| YTD | -14.0% | +3.5% | -17.5% | -17.7% |
| 1Y | -27.3% | +7.0% | -34.3% | -33.5% |
| 3Y | +24.5% | +76.3% | -51.8% | -36.8% |
| 5Y | +18.9% | +74.8% | -55.9% | -37.3% |
| All | +661.1% | +422.7% | +238.3% | +26.5% |
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