+409.4%
IWF vs BBWI
-57.7%
+467.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | -1.7% | -8.0% | +6.3% | -0.5% |
| 30D | -1.8% | -6.6% | +4.8% | -1.1% |
| 3M | +1.5% | -2.7% | +4.2% | +1.2% |
| 6M | +7.7% | -12.8% | +20.5% | +8.6% |
| YTD | +2.7% | -10.5% | +13.2% | +2.7% |
| 1Y | +6.8% | -35.3% | +42.1% | +11.4% |
| 3Y | +76.9% | -47.7% | +124.6% | +85.0% |
| 5Y | +73.4% | -68.9% | +142.3% | +91.0% |
| All | +409.4% | -57.7% | +467.1% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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