+409.4%
IWF vs BB
-0.1%
+409.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.4% |
| 30D | -1.8% | -16.0% | +14.2% | +0.6% |
| 3M | +1.5% | -14.5% | +16.0% | +2.8% |
| 6M | +7.7% | +118.6% | -110.8% | -6.1% |
| YTD | +2.7% | +98.9% | -96.2% | -9.2% |
| 1Y | +6.8% | +99.5% | -92.7% | -6.1% |
| 3Y | +76.9% | +65.4% | +11.5% | +53.2% |
| 5Y | +73.4% | -27.6% | +101.0% | +62.7% |
| All | +409.4% | -0.1% | +409.6% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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