+56.0%
IWF vs BHP
+119.2%
-63.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.7% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -7.5% | -4.5% | -3.0% | -6.2% |
| 3M | -8.5% | -6.9% | -1.6% | -6.7% |
| 6M | -7.4% | -10.6% | +3.1% | -4.8% |
| YTD | -2.6% | +37.2% | -39.8% | -13.1% |
| 1Y | -1.8% | +48.0% | -49.9% | -14.6% |
| 3Y | +65.5% | +52.6% | +12.9% | +38.9% |
| All | +56.0% | +119.2% | -63.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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