+727.5%
IWF vs BBWI
+210.3%
+517.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.7% |
| 7D | +0.5% | +1.5% | -1.0% | +0.2% |
| 30D | -0.4% | -5.2% | +4.8% | +0.4% |
| 3M | -2.6% | +11.1% | -13.7% | -5.7% |
| 6M | +9.1% | -13.4% | +22.5% | +10.5% |
| YTD | +4.5% | +0.1% | +4.4% | +1.7% |
| 1Y | +10.1% | -36.1% | +46.2% | +17.0% |
| 3Y | +77.6% | -44.1% | +121.7% | +85.8% |
| 5Y | +73.7% | -66.2% | +140.0% | +96.4% |
| 10Y | +411.5% | -54.8% | +466.3% | +360.0% |
| All | +727.5% | +210.3% | +517.3% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling