+679.8%
IWF vs BBWI
+235.2%
+444.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.3% |
| 7D | +5.3% | -4.5% | +9.8% | +6.3% |
| 30D | -8.6% | +17.1% | -25.7% | -12.0% |
| 3M | -6.5% | +17.5% | -24.0% | -10.7% |
| 6M | -5.6% | +12.8% | -18.5% | -9.9% |
| YTD | -1.5% | +8.2% | -9.7% | -6.4% |
| 1Y | -2.8% | -1.8% | -1.0% | -6.7% |
| 3Y | +67.1% | -25.8% | +92.9% | +63.0% |
| 5Y | +57.6% | -68.0% | +125.6% | +79.9% |
| 10Y | +390.4% | -47.6% | +437.9% | +322.0% |
| All | +679.8% | +235.2% | +444.6% | +181.7% |
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 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