+73.6%
IWF vs BBWI
-68.8%
+142.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.7% |
| 7D | +0.5% | -4.4% | +5.0% | +1.3% |
| 30D | -1.4% | -7.4% | +6.0% | -0.4% |
| 3M | +0.4% | -2.2% | +2.7% | +0.1% |
| 6M | +8.5% | -16.3% | +24.8% | +10.4% |
| YTD | +3.7% | -9.1% | +12.8% | +3.2% |
| 1Y | +8.5% | -34.5% | +43.0% | +14.2% |
| 3Y | +78.5% | -47.0% | +125.5% | +87.2% |
| 5Y | +73.6% | -68.8% | +142.5% | +112.4% |
| All | +73.6% | -68.8% | +142.5% | +112.4% |
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