+73.6%
IWF vs BB
-25.5%
+99.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.2% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | -1.4% | -12.2% | +10.9% | +0.8% |
| 3M | +0.4% | -12.3% | +12.8% | +1.6% |
| 6M | +8.5% | +122.7% | -114.2% | -9.7% |
| YTD | +3.7% | +104.5% | -100.8% | -12.3% |
| 1Y | +8.5% | +106.7% | -98.2% | -9.2% |
| 3Y | +78.5% | +70.0% | +8.6% | +47.7% |
| 5Y | +73.6% | -27.8% | +101.4% | +66.3% |
| All | +73.6% | -25.5% | +99.1% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling