+671.1%
IWF vs BBWI
+240.2%
+430.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -7.5% | +12.9% | -20.4% | -10.3% |
| 3M | -8.5% | +16.0% | -24.5% | -12.4% |
| 6M | -7.4% | +16.6% | -24.0% | -12.2% |
| YTD | -2.6% | +9.7% | -12.4% | -7.7% |
| 1Y | -1.8% | +1.5% | -3.3% | -6.5% |
| 3Y | +65.5% | -21.4% | +86.8% | +59.2% |
| 5Y | +55.8% | -67.6% | +123.4% | +77.3% |
| 10Y | +384.9% | -46.8% | +431.7% | +315.9% |
| All | +671.1% | +240.2% | +430.9% | +177.6% |
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