+671.1%
IWF vs BB
+107.6%
+563.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | +2.8% | +1.8% | +1.0% | +2.5% |
| 30D | -7.5% | +8.1% | -15.7% | -8.8% |
| 3M | -8.5% | -1.0% | -7.5% | -8.9% |
| 6M | -7.4% | +45.9% | -53.3% | -14.1% |
| YTD | -2.6% | +134.8% | -137.5% | -16.3% |
| 1Y | -1.8% | +104.6% | -106.4% | -14.1% |
| 3Y | +65.5% | +152.8% | -87.4% | +34.8% |
| 5Y | +55.8% | -17.4% | +73.3% | +45.0% |
| 10Y | +384.9% | +22.4% | +362.4% | +266.3% |
| All | +671.1% | +107.6% | +563.5% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling