+727.5%
IWF vs BB
+79.6%
+647.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | -5.6% | +6.2% | +1.4% |
| 30D | -0.4% | -11.8% | +11.4% | +1.3% |
| 3M | -2.6% | -25.5% | +22.9% | +0.7% |
| 6M | +9.1% | +121.3% | -112.1% | -4.8% |
| YTD | +4.5% | +103.2% | -98.7% | -7.8% |
| 1Y | +10.1% | +102.6% | -92.5% | -3.3% |
| 3Y | +77.6% | +37.5% | +40.1% | +58.0% |
| 5Y | +73.7% | -30.4% | +104.2% | +65.8% |
| 10Y | +411.5% | 0.0% | +411.5% | +299.8% |
| All | +727.5% | +79.6% | +647.9% | +322.8% |
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