+1,078.2%
IWF vs BG
+1,185.2%
-107.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.3% |
| 7D | +1.5% | +2.4% | -0.9% | +0.9% |
| 30D | -1.3% | +15.0% | -16.3% | -4.6% |
| 3M | +0.1% | -0.7% | +0.8% | -0.2% |
| 6M | +10.3% | +7.5% | +2.8% | +7.5% |
| YTD | +4.2% | +41.6% | -37.5% | -5.2% |
| 1Y | +9.3% | +50.7% | -41.3% | -2.5% |
| 3Y | +79.3% | +20.3% | +59.1% | +66.1% |
| 5Y | +73.8% | +85.2% | -11.5% | +41.6% |
| 10Y | +410.9% | +160.6% | +250.3% | +260.1% |
| All | +1,078.2% | +1,185.2% | -107.0% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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