+79.3%
IWF vs BB
+68.2%
+11.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | -1.3% | -12.4% | +11.1% | +0.3% |
| 3M | +0.1% | -15.3% | +15.4% | +1.5% |
| 6M | +10.3% | +128.8% | -118.5% | -3.1% |
| YTD | +4.2% | +107.7% | -103.5% | -7.3% |
| 1Y | +9.3% | +103.9% | -94.6% | -2.9% |
| 3Y | +79.3% | +72.6% | +6.8% | +52.2% |
| All | +79.3% | +68.2% | +11.2% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling