+57.6%
IWF vs BBWI
-68.3%
+125.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | +5.3% | -4.5% | +9.8% | +6.1% |
| 30D | -8.6% | +17.1% | -25.7% | -11.3% |
| 3M | -6.5% | +17.5% | -24.0% | -9.8% |
| 6M | -5.6% | +12.8% | -18.5% | -8.9% |
| YTD | -1.5% | +8.2% | -9.7% | -5.3% |
| 1Y | -2.8% | -1.8% | -1.0% | -5.6% |
| 3Y | +67.1% | -25.8% | +92.9% | +63.0% |
| 5Y | +57.6% | -68.0% | +125.6% | +99.7% |
| All | +57.6% | -68.3% | +125.9% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling