+967.7%
BX vs IWF
+918.1%
+49.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +0.5% | -4.9% | -5.0% |
| 30D | +0.1% | -0.4% | +0.5% | +0.5% |
| 3M | +16.0% | -2.6% | +18.6% | +19.0% |
| 6M | +21.6% | +9.1% | +12.5% | +6.9% |
| YTD | -8.9% | +4.5% | -13.4% | -14.8% |
| 1Y | -16.6% | +10.1% | -26.7% | -27.9% |
| 3Y | +43.3% | +77.6% | -34.3% | -36.1% |
| 5Y | +25.7% | +73.7% | -48.0% | -40.2% |
| 10Y | +689.5% | +411.5% | +278.0% | -25.5% |
| All | +967.7% | +918.1% | +49.6% | -66.6% |
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