+724.9%
IWF vs BDX
+1,135.4%
-410.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.8% |
| 7D | +1.5% | -4.3% | +5.8% | +3.1% |
| 30D | -1.3% | +1.3% | -2.5% | -1.8% |
| 3M | +0.1% | +20.2% | -20.1% | -7.0% |
| 6M | +10.3% | +8.6% | +1.7% | +6.0% |
| YTD | +4.2% | +19.0% | -14.8% | -3.6% |
| 1Y | +9.3% | +21.2% | -11.9% | +0.2% |
| 3Y | +79.3% | -9.7% | +89.1% | +79.6% |
| 5Y | +73.8% | -3.4% | +77.2% | +67.5% |
| 10Y | +410.9% | +53.9% | +357.0% | +296.7% |
| All | +724.9% | +1,135.4% | -410.5% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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