+57.6%
IWF vs BEN
+29.7%
+27.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +5.3% | +11.3% | -6.0% | +0.6% |
| 30D | -8.6% | +15.0% | -23.6% | -13.8% |
| 3M | -6.5% | +7.8% | -14.4% | -9.6% |
| 6M | -5.6% | +15.5% | -21.1% | -11.5% |
| YTD | -1.5% | +55.4% | -56.9% | -19.0% |
| 1Y | -2.8% | +63.3% | -66.1% | -21.8% |
| 3Y | +67.1% | +83.4% | -16.3% | +21.0% |
| 5Y | +57.6% | +28.1% | +29.5% | +33.5% |
| All | +57.6% | +29.7% | +27.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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