+671.1%
IWF vs BHP
+3,437.3%
-2,766.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 6M | -7.4% | -10.6% | +3.1% | -4.7% |
| YTD | -2.6% | +37.2% | -39.8% | -13.3% |
| 1Y | -1.8% | +48.0% | -49.9% | -14.8% |
| 3Y | +65.5% | +52.6% | +12.9% | +40.0% |
| 5Y | +55.8% | +116.5% | -60.6% | +14.8% |
| 10Y | +384.9% | +334.9% | +49.9% | +172.3% |
| All | +671.1% | +3,437.3% | -2,766.2% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling