+851.5%
BX vs IWF
+848.7%
+2.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.9% |
| 7D | +0.6% | +2.8% | -2.2% | -3.1% |
| 30D | +14.2% | -7.5% | +21.8% | +25.4% |
| 3M | -18.7% | -8.5% | -10.3% | -9.7% |
| 6M | +2.5% | -7.4% | +9.9% | +11.2% |
| YTD | -18.8% | -2.6% | -16.2% | -17.6% |
| 1Y | -10.3% | -1.8% | -8.5% | -10.2% |
| 3Y | +35.4% | +65.5% | -30.1% | -34.4% |
| 5Y | +0.3% | +55.8% | -55.6% | -45.5% |
| 10Y | +668.4% | +384.9% | +283.5% | -23.2% |
| All | +851.5% | +848.7% | +2.9% | -67.7% |
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